+1,104.4%
TTWO vs KWEB
+21.1%
+1,083.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +0.4% | -5.6% | +5.9% | +1.9% |
| 30D | -11.3% | -10.7% | -0.7% | -8.6% |
| 3M | +1.6% | -7.4% | +9.0% | +3.6% |
| 6M | +2.1% | -19.3% | +21.4% | +7.7% |
| YTD | -15.8% | -27.8% | +11.9% | -8.5% |
| 1Y | -12.6% | -35.9% | +23.3% | -2.0% |
| 3Y | +48.2% | -1.9% | +50.1% | +42.3% |
| 5Y | +40.0% | -43.2% | +83.2% | +49.4% |
| 10Y | +404.1% | -21.2% | +425.3% | +339.1% |
| All | +1,104.4% | +21.1% | +1,083.3% | +802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling