+2.1%
TTWO vs KEEL
+63.0%
-60.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.7% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | -11.3% | +0.8% | -12.2% | -11.4% |
| 3M | +1.6% | -35.3% | +36.9% | +2.6% |
| 6M | +2.1% | +59.4% | -57.3% | -2.1% |
| All | +2.1% | +63.0% | -60.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling