-18.4%
GRAB vs KEYS
+154.3%
-172.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | -10.8% | +3.5% | -14.3% | -11.6% |
| 30D | -15.5% | -4.5% | -11.0% | -14.7% |
| 3M | -9.0% | -0.4% | -8.5% | -9.7% |
| 6M | -21.6% | +19.1% | -40.7% | -26.5% |
| YTD | -38.9% | +66.7% | -105.5% | -49.2% |
| 1Y | -44.8% | +96.5% | -141.3% | -56.9% |
| 3Y | -18.4% | +155.2% | -173.6% | -42.8% |
| All | -18.4% | +154.3% | -172.8% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling