+872.3%
KR vs CBRE
+2,146.2%
-1,273.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +1.5% | -4.0% | +5.5% | +1.9% |
| 3M | -8.5% | +8.0% | -16.5% | -9.3% |
| 6M | -21.9% | +4.0% | -25.8% | -22.4% |
| YTD | -6.9% | -11.5% | +4.7% | -6.2% |
| 1Y | -14.0% | -13.0% | -1.0% | -13.2% |
| 3Y | +30.3% | +66.9% | -36.6% | +21.3% |
| 5Y | +37.7% | +45.0% | -7.3% | +29.0% |
| 10Y | +125.2% | +385.0% | -259.9% | +78.6% |
| All | +872.3% | +2,146.2% | -1,273.9% | +502.3% |
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