+888.4%
TTWO vs KEYS
+1,113.8%
-225.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.0% |
| 7D | +0.4% | +3.5% | -3.1% | -0.8% |
| 30D | -11.3% | -4.5% | -6.9% | -10.2% |
| 3M | +1.6% | -0.4% | +2.0% | +0.5% |
| 6M | +2.1% | +19.1% | -17.1% | -6.3% |
| YTD | -15.8% | +66.7% | -82.5% | -32.4% |
| 1Y | -12.6% | +96.5% | -109.1% | -34.3% |
| 3Y | +48.2% | +155.2% | -106.9% | -2.3% |
| 5Y | +40.0% | +88.0% | -48.0% | +1.3% |
| 10Y | +404.1% | +1,046.8% | -642.6% | +90.6% |
| All | +888.4% | +1,113.8% | -225.4% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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