+48.8%
KR vs CBRE
+39.8%
+9.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.7% | -7.2% | +4.6% | -2.3% |
| 30D | +1.9% | -6.4% | +8.4% | +2.3% |
| 3M | -11.0% | +2.9% | -14.0% | -11.2% |
| 6M | -20.2% | +2.5% | -22.7% | -20.4% |
| YTD | -7.3% | -14.2% | +6.9% | -6.8% |
| 1Y | -13.1% | -15.1% | +2.0% | -12.6% |
| 3Y | +29.7% | +61.9% | -32.2% | +21.8% |
| 5Y | +48.8% | +42.4% | +6.4% | +36.6% |
| All | +48.8% | +39.8% | +9.0% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling