-17.2%
TTWO vs KWEB
-34.1%
+16.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.7% | +5.8% |
| 7D | +7.0% | +5.8% | +1.2% | +5.3% |
| 30D | +2.7% | -1.0% | +3.7% | +2.8% |
| 3M | -13.0% | -15.8% | +2.8% | -9.4% |
| 6M | -7.2% | -14.9% | +7.7% | -4.4% |
| YTD | -18.4% | -28.6% | +10.2% | -8.2% |
| 1Y | -17.2% | -33.9% | +16.7% | -1.6% |
| All | -17.2% | -34.1% | +16.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling