+14.5%
KEY vs CBRE
+26.1%
-11.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +4.0% |
| 30D | +8.4% | +3.3% | +5.1% | +5.7% |
| 3M | -5.8% | -12.4% | +6.6% | +1.1% |
| 6M | +5.4% | -5.4% | +10.8% | +6.6% |
| YTD | +7.1% | -17.2% | +24.3% | +16.1% |
| 1Y | +26.8% | -13.1% | +39.9% | +32.7% |
| 3Y | +128.7% | +81.6% | +47.1% | +28.8% |
| All | +14.5% | +26.1% | -11.7% | -19.9% |
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