-72.7%
GRAB vs KIM
+108.8%
-181.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.6% | -5.2% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -11.2% | -1.7% | -9.5% | -10.7% |
| 3M | -2.4% | -0.8% | -1.6% | -2.5% |
| 6M | -18.3% | +4.4% | -22.7% | -19.8% |
| YTD | -34.9% | +21.2% | -56.1% | -39.1% |
| 1Y | -37.4% | +10.5% | -47.9% | -39.7% |
| 3Y | -12.6% | +47.5% | -60.1% | -25.2% |
| 5Y | -69.7% | +37.1% | -106.8% | -72.9% |
| All | -72.7% | +108.8% | -181.5% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling