+117.2%
KMI vs CBRE
+457.0%
-339.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +6.5% | -1.8% | +8.3% | +7.1% |
| 30D | -3.4% | +3.3% | -6.7% | -5.0% |
| 3M | +0.4% | -12.4% | +12.7% | +4.0% |
| 6M | -0.9% | -5.4% | +4.4% | -0.7% |
| YTD | +20.5% | -17.2% | +37.7% | +24.9% |
| 1Y | +23.2% | -13.1% | +36.3% | +25.3% |
| 3Y | +121.6% | +81.6% | +40.1% | +67.3% |
| 5Y | +149.1% | +26.4% | +122.7% | +109.5% |
| 10Y | +158.3% | +381.6% | -223.4% | +29.7% |
| All | +117.2% | +457.0% | -339.7% | +1.2% |
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