+538.5%
KGC vs CBRE
+421.6%
+117.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.8% | +2.5% |
| 7D | +11.1% | +1.0% | +10.1% | +11.0% |
| 30D | -3.7% | +5.6% | -9.4% | -4.4% |
| 3M | -17.2% | -6.8% | -10.5% | -16.6% |
| 6M | -27.3% | -5.6% | -21.7% | -26.9% |
| YTD | -18.5% | -14.1% | -4.5% | -17.5% |
| 1Y | -5.7% | -9.5% | +3.8% | -5.0% |
| 3Y | +336.5% | +91.8% | +244.7% | +310.0% |
| 5Y | +298.7% | +30.3% | +268.4% | +273.2% |
| 10Y | +538.5% | +406.9% | +131.7% | +593.3% |
| All | +538.5% | +421.6% | +117.0% | +593.3% |
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 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