-74.3%
GRAB vs KEEL
+481.4%
-555.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.8% |
| 7D | -10.8% | +2.9% | -13.7% | -11.2% |
| 30D | -15.5% | +0.8% | -16.4% | -16.1% |
| 3M | -9.0% | -35.3% | +26.4% | -5.9% |
| 6M | -21.6% | +59.4% | -81.0% | -29.3% |
| YTD | -38.9% | +51.9% | -90.8% | -45.3% |
| 1Y | -44.8% | +75.0% | -119.8% | -52.9% |
| 3Y | -18.4% | +224.5% | -243.0% | -43.4% |
| 5Y | -71.6% | -35.9% | -35.7% | -78.7% |
| All | -74.3% | +481.4% | -555.8% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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