+2.6%
TTWO vs KRMN
+17.6%
-15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +0.4% | -11.8% | +12.1% | +1.9% |
| 30D | -11.3% | -43.0% | +31.7% | -4.9% |
| 3M | +1.6% | -28.8% | +30.4% | +5.6% |
| 6M | +2.1% | -66.3% | +68.4% | +15.9% |
| YTD | -15.8% | -51.8% | +35.9% | -9.7% |
| 1Y | -12.6% | -44.7% | +32.1% | -8.8% |
| All | +2.6% | +17.6% | -15.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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