-57.7%
KORU vs CBRE
+430.8%
-488.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.8% |
| 7D | +11.1% | -1.8% | +12.9% | +13.4% |
| 30D | -40.6% | +3.3% | -43.9% | -42.7% |
| 3M | -63.9% | -12.4% | -51.5% | -59.4% |
| 6M | -82.8% | -5.4% | -77.5% | -83.4% |
| YTD | -15.4% | -17.2% | +1.8% | -7.2% |
| 1Y | -3.3% | -13.1% | +9.8% | +0.3% |
| 3Y | +136.2% | +81.6% | +54.6% | +9.3% |
| 5Y | -36.7% | +26.4% | -63.1% | -54.4% |
| 10Y | -22.9% | +381.6% | -404.5% | -83.5% |
| All | -57.7% | +430.8% | -488.5% | -91.6% |
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