+2,076.3%
CBRE vs KMX
+360.0%
+1,716.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | -1.8% | +3.4% | -5.1% | -3.6% |
| 30D | +3.3% | +6.8% | -3.5% | -0.7% |
| 3M | -12.4% | -11.4% | -1.0% | -7.0% |
| 6M | -5.4% | +43.6% | -48.9% | -25.0% |
| YTD | -17.2% | +37.7% | -54.9% | -34.5% |
| 1Y | -13.1% | +53.0% | -66.1% | -35.6% |
| 3Y | +81.6% | -16.3% | +97.9% | +70.0% |
| 5Y | +26.4% | -64.2% | +90.7% | +77.6% |
| 10Y | +381.6% | -2.8% | +384.5% | +193.5% |
| All | +2,076.3% | +360.0% | +1,716.4% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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