+45.0%
CBRE vs KIM
+37.7%
+7.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -4.0% | -1.7% | -2.3% | -2.9% |
| 3M | +8.0% | -0.8% | +8.8% | +8.3% |
| 6M | +4.0% | +4.4% | -0.4% | +0.4% |
| YTD | -11.5% | +21.2% | -32.8% | -23.5% |
| 1Y | -13.0% | +10.5% | -23.5% | -19.7% |
| 3Y | +66.9% | +47.5% | +19.4% | +24.6% |
| 5Y | +45.0% | +37.1% | +8.0% | +14.7% |
| All | +45.0% | +37.7% | +7.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling