-12.4%
KMB vs GRAB
-74.7%
+62.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -7.7% | -12.0% | +4.3% | -7.8% |
| 30D | -8.2% | -19.5% | +11.3% | -8.4% |
| 3M | -1.9% | -8.0% | +6.1% | -1.9% |
| 6M | -0.7% | -22.2% | +21.6% | -0.9% |
| YTD | +1.4% | -39.7% | +41.1% | +0.8% |
| 1Y | -19.1% | -43.2% | +24.1% | -19.7% |
| 3Y | -12.6% | -19.1% | +6.5% | -12.6% |
| 5Y | -12.7% | -72.0% | +59.3% | -15.8% |
| All | -12.4% | -74.7% | +62.3% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling