+148.6%
KRE vs CBRE
+485.9%
-337.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | +6.1% | +3.3% | +2.8% | +4.5% |
| 3M | -5.9% | -12.4% | +6.4% | -1.8% |
| 6M | +9.6% | -5.4% | +14.9% | +10.7% |
| YTD | +14.2% | -17.2% | +31.4% | +20.2% |
| 1Y | +22.5% | -13.1% | +35.6% | +26.6% |
| 3Y | +90.4% | +81.6% | +8.8% | +48.2% |
| 5Y | +11.9% | +26.4% | -14.6% | -0.7% |
| 10Y | +88.8% | +381.6% | -292.8% | +5.3% |
| All | +148.6% | +485.9% | -337.3% | -8.6% |
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