+202.1%
KMI vs GRAB
-74.7%
+276.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.1% | -12.0% | +9.9% | -1.7% |
| 30D | -1.7% | -19.5% | +17.8% | -1.1% |
| 3M | -1.9% | -8.0% | +6.1% | -1.7% |
| 6M | -4.3% | -22.2% | +17.9% | -3.7% |
| YTD | +15.8% | -39.7% | +55.5% | +17.5% |
| 1Y | +17.6% | -43.2% | +60.8% | +19.5% |
| 3Y | +113.1% | -19.1% | +132.2% | +113.2% |
| 5Y | +154.0% | -72.0% | +226.0% | +148.0% |
| All | +202.1% | -74.7% | +276.8% | +209.4% |
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 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