+29.3%
KORU vs CBRE
+489.5%
-460.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +14.0% |
| 7D | +13.0% | -2.0% | +15.0% | +14.9% |
| 30D | +27.3% | -2.2% | +29.5% | +29.5% |
| 3M | -55.3% | +12.9% | -68.2% | -63.1% |
| 6M | +11.6% | +4.3% | +7.3% | +0.8% |
| YTD | +158.5% | -8.0% | +166.6% | +156.6% |
| 1Y | +482.2% | -8.6% | +490.7% | +471.2% |
| 3Y | +471.9% | +71.9% | +400.0% | +184.3% |
| 5Y | +41.1% | +50.0% | -8.9% | -14.0% |
| 10Y | +80.2% | +390.1% | -309.9% | -62.3% |
| All | +29.3% | +489.5% | -460.2% | -76.7% |
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 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