+34.5%
TTWO vs KEY
+40.7%
-6.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -16.7% | -3.3% | -13.5% | -16.3% |
| 3M | -0.4% | -0.7% | +0.3% | -0.3% |
| 6M | -1.6% | +12.5% | -14.1% | -3.7% |
| YTD | -17.5% | +8.4% | -25.9% | -18.8% |
| 1Y | -14.8% | +18.4% | -33.3% | -17.6% |
| 3Y | +47.9% | +123.3% | -75.4% | +26.1% |
| 5Y | +34.5% | +38.8% | -4.4% | +20.4% |
| All | +34.5% | +40.7% | -6.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling