+6,411.3%
KLAC vs CBRE
+1,992.7%
+4,418.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +21.2% | -2.8% | +24.0% | +22.2% |
| 30D | -14.5% | +2.2% | -16.7% | -15.2% |
| 3M | -24.4% | -10.1% | -14.3% | -22.4% |
| 6M | -12.9% | -8.0% | -5.0% | -12.1% |
| YTD | +29.9% | -17.6% | +47.5% | +34.9% |
| 1Y | +31.9% | -14.7% | +46.6% | +35.5% |
| 3Y | +201.5% | +80.4% | +121.2% | +145.8% |
| 5Y | +298.6% | +25.9% | +272.7% | +261.7% |
| 10Y | +2,324.4% | +379.5% | +1,944.8% | +1,423.5% |
| All | +6,411.3% | +1,992.7% | +4,418.6% | +1,961.9% |
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 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