-71.2%
GRAB vs KEY
+82.7%
-153.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | +2.2% | -7.5% | -5.8% |
| 30D | -8.6% | -3.0% | -5.5% | -7.8% |
| 3M | -1.2% | +3.3% | -4.5% | -2.1% |
| 6M | -16.6% | +9.2% | -25.8% | -18.6% |
| YTD | -31.5% | +10.6% | -42.1% | -33.4% |
| 1Y | -32.3% | +20.4% | -52.7% | -35.8% |
| 3Y | -10.7% | +121.8% | -132.6% | -28.5% |
| 5Y | -67.9% | +41.1% | -109.0% | -72.3% |
| All | -71.2% | +82.7% | -153.9% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling