+658.7%
KGC vs CBRE
+378.3%
+280.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.4% | -1.8% |
| 7D | +2.4% | -1.5% | +4.0% | +2.7% |
| 30D | +9.2% | -4.0% | +13.2% | +9.8% |
| 3M | +16.7% | +8.0% | +8.7% | +15.5% |
| 6M | -7.0% | +4.0% | -11.0% | -7.5% |
| YTD | +7.5% | -11.5% | +19.0% | +8.6% |
| 1Y | +34.4% | -13.0% | +47.4% | +35.9% |
| 3Y | +552.0% | +66.9% | +485.1% | +514.7% |
| 5Y | +454.5% | +45.0% | +409.5% | +417.7% |
| 10Y | +658.7% | +385.0% | +273.6% | +641.8% |
| All | +658.7% | +378.3% | +280.3% | +641.8% |
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