-0.3%
KHC vs GRAB
-72.7%
+72.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.2% |
| 7D | -2.2% | -6.1% | +3.9% | -2.2% |
| 30D | -0.1% | -11.2% | +11.1% | -0.1% |
| 3M | +8.3% | -2.4% | +10.7% | +8.4% |
| 6M | +5.0% | -18.3% | +23.3% | +4.9% |
| YTD | +8.0% | -34.9% | +42.9% | +7.8% |
| 1Y | -1.1% | -37.4% | +36.3% | -1.3% |
| 3Y | -10.7% | -12.6% | +1.9% | -10.7% |
| 5Y | -13.5% | -69.7% | +56.2% | -15.1% |
| All | -0.3% | -72.7% | +72.4% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling