+5,346.0%
TTWO vs KGC
+99.4%
+5,246.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | -13.5% | +9.2% | -22.7% | -14.0% |
| 3M | +0.3% | +16.7% | -16.4% | -0.8% |
| 6M | +0.8% | -7.0% | +7.9% | +0.9% |
| YTD | -16.7% | +7.5% | -24.2% | -17.5% |
| 1Y | -14.3% | +34.4% | -48.6% | -16.5% |
| 3Y | +49.4% | +552.0% | -502.6% | +31.4% |
| 5Y | +33.8% | +454.5% | -420.8% | +17.7% |
| 10Y | +392.8% | +658.7% | -265.9% | +316.9% |
| All | +5,346.0% | +99.4% | +5,246.6% | +4,693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling