+406.9%
CBRE vs KIM
+65.6%
+341.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.4% |
| 7D | +1.0% | +2.8% | -1.8% | -0.4% |
| 30D | +5.6% | +16.3% | -10.7% | -2.8% |
| 3M | -6.8% | +6.6% | -13.4% | -10.0% |
| 6M | -5.6% | +12.3% | -17.9% | -11.5% |
| YTD | -14.1% | +31.6% | -45.6% | -26.4% |
| 1Y | -9.5% | +31.5% | -41.0% | -22.5% |
| 3Y | +91.8% | +68.0% | +23.8% | +44.0% |
| 5Y | +30.3% | +38.7% | -8.4% | +7.9% |
| 10Y | +406.9% | +65.7% | +341.1% | +222.3% |
| All | +406.9% | +65.6% | +341.3% | +222.3% |
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