+394.9%
TTWO vs KIM
+32.5%
+362.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | -11.3% | -3.0% | -8.4% | -11.1% |
| 3M | +1.6% | -8.9% | +10.5% | +2.4% |
| 6M | +2.1% | +2.4% | -0.3% | +1.7% |
| YTD | -15.8% | +18.3% | -34.2% | -17.3% |
| 1Y | -12.6% | +8.2% | -20.8% | -13.4% |
| 3Y | +48.2% | +44.0% | +4.2% | +42.6% |
| 5Y | +40.0% | +37.3% | +2.6% | +35.5% |
| All | +394.9% | +32.5% | +362.4% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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