+48.2%
TTWO vs KMX
-25.1%
+73.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.7% |
| 30D | -11.3% | +4.4% | -15.8% | -11.7% |
| 3M | +1.6% | +18.9% | -17.3% | -0.4% |
| 6M | +2.1% | +44.3% | -42.2% | -2.2% |
| YTD | -15.8% | +58.7% | -74.5% | -20.2% |
| 1Y | -12.6% | +0.1% | -12.7% | -12.8% |
| 3Y | +48.2% | -24.4% | +72.6% | +46.2% |
| All | +48.2% | -25.1% | +73.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling