-12.9%
KMB vs GRAB
-71.6%
+58.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -4.1% |
| 7D | -8.6% | -13.9% | +5.3% | -8.6% |
| 30D | -7.5% | -17.2% | +9.6% | -7.5% |
| 3M | -0.6% | -7.9% | +7.2% | -0.6% |
| 6M | -1.5% | -23.2% | +21.7% | -1.5% |
| YTD | +1.6% | -39.1% | +40.7% | +1.5% |
| 1Y | -20.8% | -42.5% | +21.8% | -20.9% |
| 3Y | -12.4% | -18.3% | +5.9% | -12.5% |
| 5Y | -12.9% | -71.7% | +58.8% | -15.4% |
| All | -12.9% | -71.6% | +58.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling