+40.9%
TTWO vs KIM
+35.1%
+5.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.1% |
| 7D | +1.3% | -1.5% | +2.8% | +1.7% |
| 30D | -13.4% | -1.7% | -11.7% | -13.0% |
| 3M | +3.1% | -7.1% | +10.2% | +4.9% |
| 6M | +3.8% | +2.9% | +0.9% | +2.5% |
| YTD | -15.3% | +18.8% | -34.1% | -19.9% |
| 1Y | -11.1% | +9.4% | -20.5% | -13.9% |
| 3Y | +52.0% | +44.6% | +7.4% | +32.2% |
| 5Y | +40.9% | +37.9% | +3.0% | +27.6% |
| All | +40.9% | +35.1% | +5.9% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling