+7,377.4%
KLAC vs CBRE
+2,118.6%
+5,258.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.4% |
| 7D | -2.7% | -5.0% | +2.3% | -1.2% |
| 30D | -13.2% | -4.7% | -8.5% | -12.2% |
| 3M | -25.0% | +6.5% | -31.5% | -27.3% |
| 6M | +23.6% | +6.1% | +17.5% | +19.7% |
| YTD | +49.2% | -12.6% | +61.8% | +52.5% |
| 1Y | +89.3% | -15.3% | +104.6% | +95.0% |
| 3Y | +274.4% | +64.6% | +209.8% | +213.8% |
| 5Y | +440.9% | +45.0% | +396.0% | +372.4% |
| 10Y | +2,947.7% | +404.2% | +2,543.5% | +1,788.1% |
| All | +7,377.4% | +2,118.6% | +5,258.9% | +2,232.2% |
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