+130.2%
KMI vs CBRE
+398.3%
-268.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.1% | -7.2% | +5.2% | +0.6% |
| 30D | -1.7% | -6.4% | +4.7% | +0.4% |
| 3M | -1.9% | +2.9% | -4.8% | -3.8% |
| 6M | -4.3% | +2.5% | -6.9% | -6.6% |
| YTD | +15.8% | -14.2% | +30.0% | +19.6% |
| 1Y | +17.6% | -15.1% | +32.7% | +21.6% |
| 3Y | +113.1% | +61.9% | +51.2% | +62.4% |
| 5Y | +154.0% | +42.4% | +111.6% | +98.4% |
| All | +130.2% | +398.3% | -268.1% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling