-44.8%
GRAB vs KIM
+9.2%
-54.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | -10.8% | -1.7% | -9.1% | -10.7% |
| 30D | -15.5% | -3.0% | -12.6% | -15.3% |
| 3M | -9.0% | -8.9% | -0.1% | -8.1% |
| 6M | -21.6% | +2.4% | -24.0% | -22.9% |
| YTD | -38.9% | +18.3% | -57.2% | -40.2% |
| 1Y | -44.8% | +8.2% | -53.0% | -43.2% |
| All | -44.8% | +9.2% | -54.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling