-72.8%
GRAB vs KEY
+76.7%
-149.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -5.0% | +2.9% | -7.9% | -5.7% |
| 30D | +11.3% | +8.4% | +2.9% | +8.8% |
| 3M | -12.4% | -5.8% | -6.7% | -11.1% |
| 6M | -10.7% | +5.4% | -16.2% | -12.2% |
| YTD | -35.1% | +7.1% | -42.1% | -36.4% |
| 1Y | -41.5% | +26.8% | -68.3% | -45.3% |
| 3Y | -2.7% | +128.7% | -131.4% | -22.4% |
| 5Y | -80.2% | +13.6% | -93.9% | -82.4% |
| All | -72.8% | +76.7% | -149.5% | -77.0% |
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