+40.9%
TTWO vs KGC
+435.7%
-394.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.3% |
| 7D | +1.3% | -8.4% | +9.7% | +2.5% |
| 30D | -13.4% | +6.3% | -19.7% | -14.3% |
| 3M | +3.1% | +22.4% | -19.3% | -0.3% |
| 6M | +3.8% | -11.4% | +15.2% | +4.5% |
| YTD | -15.3% | +3.1% | -18.4% | -16.6% |
| 1Y | -11.1% | +26.6% | -37.7% | -15.5% |
| 3Y | +52.0% | +525.6% | -473.6% | +13.6% |
| 5Y | +40.9% | +451.7% | -410.7% | +10.2% |
| All | +40.9% | +435.7% | -394.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling