-80.2%
GRAB vs KEY
+12.7%
-92.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -6.9% | +1.8% | -8.7% | -7.4% |
| 30D | +8.7% | +7.1% | +1.6% | +6.5% |
| 3M | -10.2% | -5.9% | -4.3% | -8.7% |
| 6M | -11.0% | +2.2% | -13.2% | -11.8% |
| YTD | -35.1% | +6.4% | -41.5% | -36.5% |
| 1Y | -44.0% | +24.8% | -68.8% | -47.7% |
| 3Y | -0.9% | +125.2% | -126.1% | -22.5% |
| 5Y | -80.2% | +13.0% | -93.2% | -83.1% |
| All | -80.2% | +12.7% | -92.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling