+2,100.2%
CBRE vs KMX
+365.8%
+1,734.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.6% | -2.3% | -2.4% | -3.5% |
| 30D | +3.0% | +6.3% | -3.4% | -0.7% |
| 3M | -8.7% | -7.4% | -1.4% | -5.5% |
| 6M | -7.9% | +37.9% | -45.8% | -25.3% |
| YTD | -16.3% | +39.5% | -55.8% | -34.2% |
| 1Y | -13.1% | +57.9% | -71.0% | -36.7% |
| 3Y | +83.1% | -15.0% | +98.1% | +70.0% |
| 5Y | +27.7% | -64.1% | +91.8% | +79.2% |
| 10Y | +386.9% | -1.6% | +388.5% | +194.7% |
| All | +2,100.2% | +365.8% | +1,734.4% | +295.2% |
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