+40.9%
TTWO vs KMB
-13.0%
+53.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.3% | -7.7% | +9.0% | +1.9% |
| 30D | -13.4% | -8.2% | -5.2% | -12.9% |
| 3M | +3.1% | -1.9% | +5.0% | +3.3% |
| 6M | +3.8% | -0.7% | +4.4% | +3.9% |
| YTD | -15.3% | +1.4% | -16.6% | -15.4% |
| 1Y | -11.1% | -19.1% | +8.0% | -8.8% |
| 3Y | +52.0% | -12.6% | +64.6% | +52.7% |
| 5Y | +40.9% | -12.7% | +53.6% | +40.5% |
| All | +40.9% | -13.0% | +53.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling