-74.3%
GRAB vs KGC
+336.2%
-410.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -10.8% | -5.6% | -5.2% | -9.7% |
| 30D | -15.5% | +6.1% | -21.7% | -16.9% |
| 3M | -9.0% | +17.3% | -26.3% | -12.9% |
| 6M | -21.6% | -10.3% | -11.3% | -20.7% |
| YTD | -38.9% | +3.9% | -42.7% | -40.8% |
| 1Y | -44.8% | +25.7% | -70.6% | -49.3% |
| 3Y | -18.4% | +526.0% | -544.4% | -53.0% |
| 5Y | -71.6% | +455.5% | -527.1% | -83.3% |
| All | -74.3% | +336.2% | -410.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling