+69.4%
TTWO vs KEEL
+294.5%
-225.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.9% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | -11.3% | +0.8% | -12.2% | -11.6% |
| 3M | +1.6% | -35.3% | +36.9% | +3.0% |
| 6M | +2.1% | +59.4% | -57.3% | -1.9% |
| YTD | -15.8% | +51.9% | -67.8% | -19.2% |
| 1Y | -12.6% | +75.0% | -87.6% | -17.7% |
| 3Y | +48.2% | +224.5% | -176.3% | +29.5% |
| 5Y | +40.0% | -35.9% | +75.9% | +23.9% |
| All | +69.4% | +294.5% | -225.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling