+1,262.0%
TTWO vs KMI
+103.9%
+1,158.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | -11.3% | -2.7% | -8.6% | -10.9% |
| 3M | +1.6% | -0.7% | +2.3% | +1.5% |
| 6M | +2.1% | -5.0% | +7.0% | +2.8% |
| YTD | -15.8% | +15.5% | -31.3% | -19.0% |
| 1Y | -12.6% | +16.4% | -29.0% | -16.1% |
| 3Y | +48.2% | +114.2% | -65.9% | +23.1% |
| 5Y | +40.0% | +153.3% | -113.3% | +11.5% |
| 10Y | +404.1% | +132.4% | +271.7% | +293.3% |
| All | +1,262.0% | +103.9% | +1,158.1% | +906.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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