-71.2%
GRAB vs KMX
-54.8%
-16.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -10.8% | -3.1% | -7.7% | -9.9% |
| 30D | -15.5% | +4.4% | -20.0% | -16.6% |
| 3M | -9.0% | +18.9% | -27.9% | -14.0% |
| 6M | -21.6% | +44.3% | -65.9% | -31.1% |
| YTD | -38.9% | +58.7% | -97.6% | -48.5% |
| 1Y | -44.8% | +0.1% | -45.0% | -46.8% |
| 3Y | -18.4% | -24.4% | +6.0% | -16.8% |
| All | -71.2% | -54.8% | -16.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling