+398.3%
TTWO vs KEY
+171.1%
+227.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -13.4% | -3.3% | -10.1% | -13.0% |
| 3M | +3.1% | -0.2% | +3.3% | +3.1% |
| 6M | +3.8% | +12.1% | -8.4% | +2.1% |
| YTD | -15.3% | +8.4% | -23.7% | -16.3% |
| 1Y | -11.1% | +17.6% | -28.7% | -13.2% |
| 3Y | +52.0% | +123.3% | -71.4% | +35.4% |
| 5Y | +40.9% | +39.5% | +1.4% | +30.6% |
| All | +398.3% | +171.1% | +227.2% | +350.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling