+48.2%
TTWO vs KNX
+34.6%
+13.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +0.4% | -5.6% | +5.9% | +0.8% |
| 30D | -11.3% | -4.4% | -6.9% | -11.1% |
| 3M | +1.6% | -17.3% | +18.9% | +3.1% |
| 6M | +2.1% | +22.6% | -20.6% | -0.5% |
| YTD | -15.8% | +31.1% | -47.0% | -18.6% |
| 1Y | -12.6% | +60.2% | -72.8% | -17.4% |
| 3Y | +48.2% | +35.8% | +12.5% | +45.8% |
| All | +48.2% | +34.6% | +13.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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