+288.1%
KGC vs CBRE
+27.9%
+260.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +10.5% | +5.2% | +5.3% | +8.6% |
| 30D | -4.1% | +6.2% | -10.3% | -6.1% |
| 3M | -13.1% | -8.1% | -5.0% | -10.9% |
| 6M | -27.5% | -6.6% | -20.9% | -26.3% |
| YTD | -20.7% | -15.7% | -5.0% | -17.4% |
| 1Y | -6.1% | -9.7% | +3.6% | -4.4% |
| 3Y | +318.6% | +80.4% | +238.2% | +222.5% |
| All | +288.1% | +27.9% | +260.2% | +208.0% |
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 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