-71.2%
GRAB vs KEYS
+87.1%
-158.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.2% |
| 7D | -10.8% | +3.5% | -14.3% | -12.0% |
| 30D | -15.5% | -4.5% | -11.0% | -14.2% |
| 3M | -9.0% | -0.4% | -8.5% | -10.2% |
| 6M | -21.6% | +19.1% | -40.7% | -29.0% |
| YTD | -38.9% | +66.7% | -105.5% | -53.7% |
| 1Y | -44.8% | +96.5% | -141.3% | -61.7% |
| 3Y | -18.4% | +155.2% | -173.6% | -53.5% |
| All | -71.2% | +87.1% | -158.3% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling