+59.6%
KEYS vs CBRE
-6.2%
+65.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -6.4% |
| 7D | -14.8% | +14.1% | -28.9% | -15.3% |
| 30D | -25.6% | +9.0% | -34.6% | -25.7% |
| 3M | -16.2% | -6.6% | -9.6% | -15.4% |
| 6M | -18.6% | +0.8% | -19.4% | -18.5% |
| YTD | +40.7% | -12.2% | +52.9% | +41.1% |
| 1Y | +59.6% | -6.8% | +66.4% | +52.3% |
| All | +59.6% | -6.2% | +65.8% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling