-74.4%
GRAB vs KGC
+352.7%
-427.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.7% | -6.5% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -17.2% | +10.5% | -27.6% | -19.3% |
| 3M | -7.9% | +19.8% | -27.7% | -12.3% |
| 6M | -23.2% | -6.7% | -16.6% | -23.0% |
| YTD | -39.1% | +7.8% | -46.9% | -41.5% |
| 1Y | -42.5% | +35.7% | -78.2% | -48.1% |
| 3Y | -18.3% | +553.7% | -572.0% | -53.4% |
| 5Y | -71.7% | +461.7% | -533.4% | -83.4% |
| All | -74.4% | +352.7% | -427.2% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling