+401.2%
CBRE vs KIM
+29.7%
+371.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.7% | -1.0% | -0.7% | -1.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.4% |
| 3M | +2.6% | -5.3% | +8.0% | +5.6% |
| 6M | +2.0% | +3.9% | -1.9% | -0.4% |
| YTD | -13.1% | +20.3% | -33.4% | -21.9% |
| 1Y | -13.8% | +10.4% | -24.3% | -18.8% |
| 3Y | +63.9% | +46.3% | +17.6% | +32.4% |
| 5Y | +42.3% | +37.6% | +4.8% | +18.6% |
| 10Y | +401.2% | +34.5% | +366.7% | +259.4% |
| All | +401.2% | +29.7% | +371.5% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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