+1,080.2%
KEYS vs CBRE
+391.4%
+688.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.4% |
| 7D | +4.4% | -1.5% | +6.0% | +4.9% |
| 30D | -2.2% | -4.0% | +1.8% | -1.1% |
| 3M | +0.5% | +8.0% | -7.5% | -4.0% |
| 6M | +22.4% | +4.0% | +18.4% | +18.2% |
| YTD | +64.1% | -11.5% | +75.6% | +68.2% |
| 1Y | +97.0% | -13.0% | +110.0% | +103.1% |
| 3Y | +152.0% | +66.9% | +85.1% | +94.4% |
| 5Y | +83.7% | +45.0% | +38.7% | +47.7% |
| 10Y | +997.9% | +385.0% | +612.8% | +397.9% |
| All | +1,080.2% | +391.4% | +688.8% | +411.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling