-74.7%
GRAB vs KEY
+79.0%
-153.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -12.0% | -1.8% | -10.2% | -11.5% |
| 30D | -19.5% | -3.3% | -16.2% | -18.8% |
| 3M | -8.0% | -0.2% | -7.8% | -8.0% |
| 6M | -22.2% | +12.1% | -34.3% | -24.7% |
| YTD | -39.7% | +8.4% | -48.1% | -41.1% |
| 1Y | -43.2% | +17.6% | -60.9% | -45.8% |
| 3Y | -19.1% | +123.3% | -142.4% | -35.2% |
| 5Y | -72.0% | +39.5% | -111.5% | -75.7% |
| All | -74.7% | +79.0% | -153.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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