+394.9%
TTWO vs KGC
+698.0%
-303.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -5.6% | +6.0% | +1.0% |
| 30D | -11.3% | +6.1% | -17.5% | -12.1% |
| 3M | +1.6% | +17.3% | -15.7% | -0.6% |
| 6M | +2.1% | -10.3% | +12.4% | +2.5% |
| YTD | -15.8% | +3.9% | -19.7% | -17.0% |
| 1Y | -12.6% | +25.7% | -38.3% | -16.0% |
| 3Y | +48.2% | +526.0% | -477.8% | +18.4% |
| 5Y | +40.0% | +455.5% | -415.5% | +11.5% |
| All | +394.9% | +698.0% | -303.1% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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