-14.3%
KHC vs GRAB
-19.7%
+5.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -2.5% | -12.0% | +9.5% | -2.4% |
| 30D | +0.5% | -19.5% | +20.0% | +0.8% |
| 3M | +3.0% | -8.0% | +11.0% | +3.3% |
| 6M | +6.6% | -22.2% | +28.9% | +6.9% |
| YTD | +5.8% | -39.7% | +45.5% | +6.0% |
| 1Y | -2.2% | -43.2% | +41.0% | -2.2% |
| All | -14.3% | -19.7% | +5.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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