+280.6%
KMB vs CBRE
+2,039.6%
-1,759.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.5% | +5.2% | -4.7% | -0.1% |
| 30D | +12.4% | +6.2% | +6.2% | +11.6% |
| 3M | +1.0% | -8.1% | +9.1% | +1.8% |
| 6M | +12.1% | -6.6% | +18.8% | +12.8% |
| YTD | +11.6% | -15.7% | +27.3% | +13.1% |
| 1Y | +13.1% | -9.7% | +22.8% | +13.8% |
| 3Y | +1.6% | +80.4% | -78.8% | -5.7% |
| 5Y | -0.3% | +27.0% | -27.3% | -4.8% |
| 10Y | +37.9% | +412.9% | -375.0% | +11.7% |
| All | +280.6% | +2,039.6% | -1,759.1% | +126.3% |
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