+11.4%
KRE vs CBRE
+26.1%
-14.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.7% |
| 30D | +6.1% | +3.3% | +2.8% | +3.8% |
| 3M | -5.9% | -12.4% | +6.4% | +0.1% |
| 6M | +9.6% | -5.4% | +14.9% | +10.8% |
| YTD | +14.2% | -17.2% | +31.4% | +22.8% |
| 1Y | +22.5% | -13.1% | +35.6% | +27.6% |
| 3Y | +90.4% | +81.6% | +8.8% | +18.0% |
| All | +11.4% | +26.1% | -14.7% | -16.8% |
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