-32.3%
GRAB vs KEYS
+98.0%
-130.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.3% | +2.3% | -7.5% | -5.6% |
| 30D | -8.6% | -2.6% | -5.9% | -8.3% |
| 3M | -1.2% | -4.6% | +3.5% | -1.1% |
| 6M | -16.6% | +8.7% | -25.3% | -19.4% |
| YTD | -31.5% | +61.0% | -92.5% | -41.3% |
| 1Y | -32.3% | +96.0% | -128.3% | -46.3% |
| All | -32.3% | +98.0% | -130.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling