+454.5%
KGC vs CBRE
+45.8%
+408.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.4% | -1.1% |
| 7D | +2.4% | -1.5% | +4.0% | +3.0% |
| 30D | +9.2% | -4.0% | +13.2% | +10.6% |
| 3M | +16.7% | +8.0% | +8.7% | +13.5% |
| 6M | -7.0% | +4.0% | -11.0% | -8.5% |
| YTD | +7.5% | -11.5% | +19.0% | +10.3% |
| 1Y | +34.4% | -13.0% | +47.4% | +38.4% |
| 3Y | +552.0% | +66.9% | +485.1% | +421.1% |
| 5Y | +454.5% | +45.0% | +409.5% | +341.7% |
| All | +454.5% | +45.8% | +408.8% | +341.7% |
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