+44.2%
KEY vs CBRE
+2,039.6%
-1,995.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.3% | +5.2% | -6.4% | -3.7% |
| 30D | +5.1% | +6.2% | -1.1% | +1.8% |
| 3M | -7.1% | -8.1% | +1.0% | -4.2% |
| 6M | -4.4% | -6.6% | +2.3% | -2.7% |
| YTD | +4.0% | -15.7% | +19.7% | +9.9% |
| 1Y | +23.4% | -9.7% | +33.1% | +26.1% |
| 3Y | +113.9% | +80.4% | +33.5% | +55.4% |
| 5Y | +12.3% | +27.0% | -14.7% | -3.1% |
| 10Y | +125.5% | +412.9% | -287.4% | +6.3% |
| All | +44.2% | +2,039.6% | -1,995.4% | -61.4% |
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