+394.9%
TTWO vs KWEB
-19.7%
+414.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +0.4% | -5.6% | +5.9% | +1.8% |
| 30D | -11.3% | -10.7% | -0.7% | -8.7% |
| 3M | +1.6% | -7.4% | +9.0% | +3.5% |
| 6M | +2.1% | -19.3% | +21.4% | +7.4% |
| YTD | -15.8% | -27.8% | +11.9% | -9.0% |
| 1Y | -12.6% | -35.9% | +23.3% | -2.6% |
| 3Y | +48.2% | -1.9% | +50.1% | +42.7% |
| 5Y | +40.0% | -43.2% | +83.2% | +51.8% |
| All | +394.9% | -19.7% | +414.6% | +316.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling