+568.9%
KGC vs CBRE
+388.5%
+180.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.3% | -5.4% |
| 7D | +8.0% | -0.5% | +8.6% | +8.1% |
| 30D | -9.3% | +3.1% | -12.4% | -9.7% |
| 3M | -21.3% | -6.4% | -15.0% | -20.7% |
| 6M | -31.5% | -7.9% | -23.6% | -30.9% |
| YTD | -23.2% | -16.2% | -7.1% | -22.0% |
| 1Y | -15.0% | -11.2% | -3.8% | -14.2% |
| 3Y | +328.7% | +83.4% | +245.3% | +304.2% |
| 5Y | +262.9% | +28.4% | +234.4% | +240.8% |
| 10Y | +568.9% | +386.8% | +182.1% | +595.0% |
| All | +568.9% | +388.5% | +180.3% | +595.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling