+381.7%
KGC vs CBRE
+2,081.6%
-1,699.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.8% | +2.4% |
| 7D | +11.1% | +1.0% | +10.1% | +11.0% |
| 30D | -3.7% | +5.6% | -9.4% | -4.6% |
| 3M | -17.2% | -6.8% | -10.5% | -16.4% |
| 6M | -27.3% | -5.6% | -21.7% | -26.8% |
| YTD | -18.5% | -14.1% | -4.5% | -17.0% |
| 1Y | -5.7% | -9.5% | +3.8% | -4.7% |
| 3Y | +336.5% | +91.8% | +244.7% | +290.1% |
| 5Y | +298.7% | +30.3% | +268.4% | +274.7% |
| 10Y | +538.5% | +406.9% | +131.7% | +363.0% |
| All | +381.7% | +2,081.6% | -1,699.9% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling