+309.9%
KEEL vs CBRE
+174.9%
+135.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +19.3% | -1.7% | +21.0% | +20.2% |
| 30D | +9.1% | -3.0% | +12.1% | +10.0% |
| 3M | -31.5% | +2.6% | -34.2% | -34.0% |
| 6M | +75.8% | +2.0% | +73.8% | +69.4% |
| YTD | +57.9% | -13.1% | +71.0% | +65.0% |
| 1Y | +133.3% | -13.8% | +147.2% | +143.7% |
| 3Y | +204.1% | +63.9% | +140.2% | +125.0% |
| 5Y | -37.5% | +42.3% | -79.9% | -51.0% |
| All | +309.9% | +174.9% | +135.1% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling