+141.4%
KEYS vs CBRE
+82.7%
+58.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.4% | -1.8% | +11.2% | +10.0% |
| 30D | -16.8% | +3.3% | -20.1% | -17.9% |
| 3M | -15.9% | -12.4% | -3.5% | -12.7% |
| 6M | -17.6% | -5.4% | -12.2% | -17.6% |
| YTD | +46.5% | -17.2% | +63.7% | +53.3% |
| 1Y | +66.9% | -13.1% | +80.0% | +70.5% |
| 3Y | +141.4% | +81.6% | +59.8% | +70.0% |
| All | +141.4% | +82.7% | +58.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling