-41.9%
GRAB vs KMX
+35.0%
-76.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +7.4% |
| 7D | +22.2% | +2.1% | +20.1% | +21.8% |
| 30D | +6.0% | +0.5% | +5.5% | +5.7% |
| 3M | -9.7% | -4.1% | -5.6% | -9.5% |
| 6M | -7.2% | +49.5% | -56.7% | -9.6% |
| YTD | -32.7% | +42.7% | -75.4% | -35.0% |
| 1Y | -41.9% | +35.3% | -77.2% | -43.9% |
| All | -41.9% | +35.0% | -76.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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