-2.7%
GRAB vs KEY
+126.3%
-129.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -6.9% | +1.8% | -8.7% | -7.4% |
| 30D | +8.7% | +7.1% | +1.6% | +6.2% |
| 3M | -10.2% | -5.9% | -4.3% | -8.5% |
| 6M | -11.0% | +2.2% | -13.2% | -11.9% |
| YTD | -35.1% | +6.4% | -41.5% | -36.6% |
| 1Y | -44.0% | +24.8% | -68.8% | -48.1% |
| All | -2.7% | +126.3% | -129.0% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling