+136.2%
KORU vs CBRE
+82.7%
+53.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.7% |
| 7D | +11.1% | -1.8% | +12.9% | +12.5% |
| 30D | -40.6% | +3.3% | -43.9% | -41.5% |
| 3M | -63.9% | -12.4% | -51.5% | -60.9% |
| 6M | -82.8% | -5.4% | -77.5% | -82.8% |
| YTD | -15.4% | -17.2% | +1.8% | -8.0% |
| 1Y | -3.3% | -13.1% | +9.8% | +0.3% |
| 3Y | +136.2% | +81.6% | +54.6% | +20.7% |
| All | +136.2% | +82.7% | +53.4% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling