+550.8%
KGC vs CBRE
+2,234.5%
-1,683.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | +20.3% | -2.2% | +22.5% | +20.7% |
| 3M | +8.1% | +12.9% | -4.8% | +5.9% |
| 6M | -8.8% | +4.3% | -13.1% | -9.5% |
| YTD | +10.1% | -8.0% | +18.1% | +11.0% |
| 1Y | +44.2% | -8.6% | +52.8% | +45.6% |
| 3Y | +533.0% | +71.9% | +461.1% | +474.8% |
| 5Y | +443.0% | +50.0% | +393.0% | +399.6% |
| 10Y | +678.6% | +390.1% | +288.5% | +468.1% |
| All | +550.8% | +2,234.5% | -1,683.7% | +193.1% |
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