-32.3%
GRAB vs KNX
+67.7%
-100.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | -5.3% | +7.1% | -12.3% | -5.8% |
| 30D | -8.6% | +1.7% | -10.2% | -8.7% |
| 3M | -1.2% | -8.1% | +7.0% | -0.3% |
| 6M | -16.6% | +14.0% | -30.6% | -18.5% |
| YTD | -31.5% | +38.5% | -70.0% | -34.1% |
| 1Y | -32.3% | +65.4% | -97.7% | -36.2% |
| All | -32.3% | +67.7% | -100.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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