-74.3%
GRAB vs KEYS
+181.0%
-255.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.1% |
| 7D | -10.8% | +3.5% | -14.3% | -12.0% |
| 30D | -15.5% | -4.5% | -11.0% | -14.3% |
| 3M | -9.0% | -0.4% | -8.5% | -10.1% |
| 6M | -21.6% | +19.1% | -40.7% | -28.6% |
| YTD | -38.9% | +66.7% | -105.5% | -52.9% |
| 1Y | -44.8% | +96.5% | -141.3% | -60.8% |
| 3Y | -18.4% | +155.2% | -173.6% | -51.3% |
| 5Y | -71.6% | +88.0% | -159.6% | -81.7% |
| All | -74.3% | +181.0% | -255.4% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling