+224.5%
KEEL vs CBRE
+64.1%
+160.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.7% |
| 7D | +2.9% | -5.0% | +7.8% | +5.8% |
| 30D | +0.8% | -4.7% | +5.5% | +2.9% |
| 3M | -35.3% | +6.5% | -41.8% | -39.8% |
| 6M | +59.4% | +6.1% | +53.3% | +48.0% |
| YTD | +51.9% | -12.6% | +64.5% | +60.7% |
| 1Y | +75.0% | -15.3% | +90.3% | +88.2% |
| 3Y | +224.5% | +64.6% | +159.9% | +104.6% |
| All | +224.5% | +64.1% | +160.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling