+91.0%
KLAC vs CBRE
-15.0%
+106.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | +2.5% | -7.2% | +9.7% | +2.6% |
| 30D | -11.5% | -6.4% | -5.1% | -11.4% |
| 3M | -16.9% | +2.9% | -19.9% | -17.8% |
| 6M | +22.2% | +2.5% | +19.7% | +20.7% |
| YTD | +46.4% | -14.2% | +60.5% | +51.2% |
| 1Y | +91.0% | -15.1% | +106.1% | +95.4% |
| All | +91.0% | -15.0% | +106.0% | +95.4% |
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