-18.4%
GRAB vs KMX
-25.1%
+6.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -10.8% | -3.1% | -7.7% | -10.4% |
| 30D | -15.5% | +4.4% | -20.0% | -16.0% |
| 3M | -9.0% | +18.9% | -27.9% | -11.2% |
| 6M | -21.6% | +44.3% | -65.9% | -25.8% |
| YTD | -38.9% | +58.7% | -97.6% | -43.2% |
| 1Y | -44.8% | +0.1% | -45.0% | -45.4% |
| 3Y | -18.4% | -24.4% | +6.0% | -20.0% |
| All | -18.4% | -25.1% | +6.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling