-19.5%
GRAB vs KGC
+520.4%
-539.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | -12.0% | -8.4% | -3.6% | -10.7% |
| 30D | -19.5% | +6.3% | -25.9% | -20.5% |
| 3M | -8.0% | +22.4% | -30.4% | -11.5% |
| 6M | -22.2% | -11.4% | -10.8% | -21.4% |
| YTD | -39.7% | +3.1% | -42.8% | -40.7% |
| 1Y | -43.2% | +26.6% | -69.8% | -46.0% |
| All | -19.5% | +520.4% | -539.9% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling