-17.2%
TTWO vs KMB
+11.9%
-29.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +3.0% | +7.1% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | +2.7% | +14.0% | -11.3% | +3.4% |
| 3M | -13.0% | -1.3% | -11.7% | -13.9% |
| 6M | -7.2% | +16.7% | -23.9% | -3.2% |
| YTD | -18.4% | +12.0% | -30.4% | -14.9% |
| 1Y | -17.2% | +13.6% | -30.9% | -12.0% |
| All | -17.2% | +11.9% | -29.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling