+31.7%
KRE vs GRAB
-71.8%
+103.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -1.8% | -10.8% | +9.0% | -0.8% |
| 30D | -4.5% | -15.5% | +11.0% | -3.0% |
| 3M | +2.7% | -9.0% | +11.7% | +3.5% |
| 6M | +16.9% | -21.6% | +38.4% | +19.3% |
| YTD | +15.4% | -38.9% | +54.2% | +20.4% |
| 1Y | +16.1% | -44.8% | +60.9% | +22.1% |
| 3Y | +85.7% | -18.4% | +104.2% | +86.5% |
| All | +31.7% | -71.8% | +103.5% | +29.3% |
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