+5,401.7%
TTWO vs KR
+1,293.9%
+4,107.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.1% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -11.3% | +5.1% | -16.4% | -12.1% |
| 3M | +1.6% | -8.2% | +9.8% | +2.8% |
| 6M | +2.1% | -18.0% | +20.1% | +5.1% |
| YTD | -15.8% | -4.8% | -11.1% | -15.9% |
| 1Y | -12.6% | -11.0% | -1.6% | -11.8% |
| 3Y | +48.2% | +37.7% | +10.5% | +36.1% |
| 5Y | +40.0% | +52.8% | -12.8% | +23.6% |
| 10Y | +404.1% | +128.8% | +275.3% | +289.7% |
| All | +5,401.7% | +1,293.9% | +4,107.8% | +3,152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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