+368.9%
KGC vs CBRE
+2,039.6%
-1,670.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +10.5% | +5.2% | +5.3% | +9.6% |
| 30D | -4.1% | +6.2% | -10.3% | -5.0% |
| 3M | -13.1% | -8.1% | -5.0% | -12.0% |
| 6M | -27.5% | -6.6% | -20.9% | -26.9% |
| YTD | -20.7% | -15.7% | -5.0% | -18.9% |
| 1Y | -6.1% | -9.7% | +3.6% | -5.0% |
| 3Y | +318.6% | +80.4% | +238.2% | +277.6% |
| 5Y | +289.9% | +27.0% | +262.9% | +267.9% |
| 10Y | +501.8% | +412.9% | +88.9% | +335.3% |
| All | +368.9% | +2,039.6% | -1,670.8% | +114.0% |
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 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