-35.3%
KEEL vs CBRE
+43.6%
-78.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.2% |
| 7D | +2.9% | -5.0% | +7.8% | +7.3% |
| 30D | +0.8% | -4.7% | +5.5% | +3.9% |
| 3M | -35.3% | +6.5% | -41.8% | -41.7% |
| 6M | +59.4% | +6.1% | +53.3% | +42.5% |
| YTD | +51.9% | -12.6% | +64.5% | +61.0% |
| 1Y | +75.0% | -15.3% | +90.3% | +88.9% |
| 3Y | +224.5% | +64.6% | +159.9% | +52.2% |
| All | -35.3% | +43.6% | -78.9% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling