+58.2%
KEYS vs CBRE
+26.1%
+32.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.4% | -1.8% | +11.2% | +10.2% |
| 30D | -16.8% | +3.3% | -20.1% | -18.4% |
| 3M | -15.9% | -12.4% | -3.5% | -12.0% |
| 6M | -17.6% | -5.4% | -12.2% | -17.8% |
| YTD | +46.5% | -17.2% | +63.7% | +54.1% |
| 1Y | +66.9% | -13.1% | +80.0% | +71.1% |
| 3Y | +141.4% | +81.6% | +59.8% | +61.5% |
| All | +58.2% | +26.1% | +32.1% | +24.7% |
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 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