+105.3%
KEY vs CBRE
+388.5%
-283.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.4% |
| 7D | +0.5% | -0.5% | +1.1% | +0.8% |
| 30D | +6.9% | +3.1% | +3.8% | +3.9% |
| 3M | -5.0% | -6.4% | +1.3% | -2.0% |
| 6M | +0.7% | -7.9% | +8.6% | +3.9% |
| YTD | +6.5% | -16.2% | +22.6% | +15.1% |
| 1Y | +22.6% | -11.2% | +33.8% | +26.8% |
| 3Y | +125.3% | +83.4% | +41.9% | +27.2% |
| 5Y | +13.9% | +28.4% | -14.5% | -16.1% |
| 10Y | +105.3% | +386.8% | -281.4% | -36.3% |
| All | +105.3% | +388.5% | -283.2% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling