-71.2%
GRAB vs KNX
+37.6%
-108.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | -10.8% | -5.6% | -5.2% | -9.2% |
| 30D | -15.5% | -4.4% | -11.1% | -14.4% |
| 3M | -9.0% | -17.3% | +8.4% | -3.9% |
| 6M | -21.6% | +22.6% | -44.2% | -27.9% |
| YTD | -38.9% | +31.1% | -70.0% | -45.5% |
| 1Y | -44.8% | +60.2% | -105.1% | -54.8% |
| 3Y | -18.4% | +35.8% | -54.2% | -32.3% |
| All | -71.2% | +37.6% | -108.8% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling