+65.4%
KNX vs CBRE
-7.7%
+73.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +7.1% | -2.0% | +9.0% | +7.2% |
| 30D | +1.7% | -2.2% | +3.9% | +1.8% |
| 3M | -8.1% | +12.9% | -21.0% | -9.3% |
| 6M | +14.0% | +4.3% | +9.7% | +13.4% |
| YTD | +38.5% | -8.0% | +46.6% | +39.9% |
| 1Y | +65.4% | -8.6% | +74.0% | +63.7% |
| All | +65.4% | -7.7% | +73.1% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling