-10.8%
TTWO vs KEY
+21.3%
-32.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -8.8% | +2.2% | -11.0% | -9.1% |
| 30D | -8.6% | -3.0% | -5.6% | -8.2% |
| 3M | -0.9% | +3.3% | -4.2% | -1.3% |
| 6M | -0.5% | +9.2% | -9.7% | -1.9% |
| YTD | -16.1% | +10.6% | -26.8% | -16.9% |
| 1Y | -10.8% | +20.4% | -31.2% | -10.6% |
| All | -10.8% | +21.3% | -32.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling