+5,381.8%
TTWO vs KEY
+156.4%
+5,225.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -8.8% | +2.2% | -11.0% | -9.2% |
| 30D | -8.6% | -3.0% | -5.6% | -8.0% |
| 3M | -0.9% | +3.3% | -4.2% | -1.6% |
| 6M | -0.5% | +9.2% | -9.7% | -2.5% |
| YTD | -16.1% | +10.6% | -26.8% | -18.1% |
| 1Y | -10.8% | +20.4% | -31.2% | -14.6% |
| 3Y | +51.4% | +121.8% | -70.5% | +25.1% |
| 5Y | +33.7% | +41.1% | -7.4% | +17.0% |
| 10Y | +380.3% | +168.5% | +211.8% | +230.1% |
| All | +5,381.8% | +156.4% | +5,225.4% | +3,033.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling