+268.4%
KMB vs CBRE
+2,234.5%
-1,966.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.0% | -2.0% | -1.1% | -2.9% |
| 30D | -5.5% | -2.2% | -3.3% | -5.3% |
| 3M | +14.0% | +12.9% | +1.1% | +12.5% |
| 6M | +4.1% | +4.3% | -0.2% | +3.5% |
| YTD | +8.0% | -8.0% | +16.1% | +8.6% |
| 1Y | -13.7% | -8.6% | -5.2% | -13.3% |
| 3Y | -5.9% | +71.9% | -77.8% | -12.2% |
| 5Y | -8.6% | +50.0% | -58.6% | -14.2% |
| 10Y | +17.3% | +390.1% | -372.8% | -4.7% |
| All | +268.4% | +2,234.5% | -1,966.1% | +117.2% |
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