+655.8%
KNX vs CBRE
+2,146.2%
-1,490.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.7% |
| 7D | +6.4% | -1.5% | +7.9% | +6.8% |
| 30D | +1.4% | -4.0% | +5.4% | +2.3% |
| 3M | -12.0% | +8.0% | -20.0% | -14.1% |
| 6M | +25.2% | +4.0% | +21.2% | +23.0% |
| YTD | +36.6% | -11.5% | +48.1% | +39.1% |
| 1Y | +67.6% | -13.0% | +80.6% | +71.3% |
| 3Y | +40.8% | +66.9% | -26.1% | +21.3% |
| 5Y | +43.3% | +45.0% | -1.7% | +26.8% |
| 10Y | +170.1% | +385.0% | -214.9% | +72.1% |
| All | +655.8% | +2,146.2% | -1,490.4% | +179.4% |
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