+113.7%
KLAC vs CBRE
-7.7%
+121.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.3% |
| 7D | +5.7% | -2.0% | +7.7% | +5.8% |
| 30D | -3.6% | -2.2% | -1.4% | -3.6% |
| 3M | -12.8% | +12.9% | -25.7% | -14.5% |
| 6M | +26.1% | +4.3% | +21.7% | +26.2% |
| YTD | +53.3% | -8.0% | +61.4% | +58.3% |
| 1Y | +113.7% | -8.6% | +122.2% | +119.9% |
| All | +113.7% | -7.7% | +121.4% | +119.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling