+6,205.2%
KLAC vs CBRE
+2,001.9%
+4,203.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.0% | -1.8% | +11.7% | +10.6% |
| 30D | -14.8% | +3.3% | -18.1% | -15.7% |
| 3M | -27.2% | -12.4% | -14.8% | -24.7% |
| 6M | -17.5% | -5.4% | -12.1% | -17.4% |
| YTD | +25.8% | -17.2% | +43.0% | +30.4% |
| 1Y | +31.8% | -13.1% | +44.9% | +34.6% |
| 3Y | +195.3% | +81.6% | +113.7% | +140.2% |
| 5Y | +285.9% | +26.4% | +259.5% | +249.8% |
| 10Y | +2,247.6% | +381.6% | +1,866.0% | +1,373.3% |
| All | +6,205.2% | +2,001.9% | +4,203.3% | +1,894.0% |
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