+75.6%
KRE vs GRAB
-74.4%
+150.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.6% |
| 7D | -1.1% | -13.9% | +12.8% | +0.2% |
| 30D | -3.4% | -17.2% | +13.8% | -1.8% |
| 3M | +3.7% | -7.9% | +11.6% | +4.3% |
| 6M | +14.8% | -23.2% | +38.0% | +17.2% |
| YTD | +14.7% | -39.1% | +53.7% | +19.3% |
| 1Y | +16.0% | -42.5% | +58.5% | +21.1% |
| 3Y | +84.3% | -18.3% | +102.5% | +85.1% |
| 5Y | +30.9% | -71.7% | +102.6% | +29.3% |
| All | +75.6% | -74.4% | +150.1% | +80.4% |
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