+452.1%
KLAC vs CBRE
+42.7%
+409.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.3% |
| 7D | +6.2% | -1.7% | +7.9% | +6.9% |
| 30D | -5.0% | -3.0% | -2.0% | -4.2% |
| 3M | -14.4% | +2.6% | -17.0% | -17.6% |
| 6M | +28.3% | +2.0% | +26.3% | +23.1% |
| YTD | +51.1% | -13.1% | +64.2% | +57.6% |
| 1Y | +100.4% | -13.8% | +114.2% | +109.1% |
| 3Y | +276.3% | +63.9% | +212.5% | +146.7% |
| 5Y | +452.1% | +42.3% | +409.7% | +297.5% |
| All | +452.1% | +42.7% | +409.4% | +297.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling