+155.8%
KRE vs CBRE
+550.7%
-395.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | -2.7% | -2.2% | -0.5% | -2.2% |
| 3M | +8.2% | +12.9% | -4.7% | +2.8% |
| 6M | +12.8% | +4.3% | +8.5% | +10.1% |
| YTD | +17.5% | -8.0% | +25.5% | +19.4% |
| 1Y | +16.6% | -8.6% | +25.1% | +18.6% |
| 3Y | +79.5% | +71.9% | +7.6% | +43.0% |
| 5Y | +32.4% | +50.0% | -17.6% | +10.7% |
| 10Y | +124.1% | +390.1% | -265.9% | +24.0% |
| All | +155.8% | +550.7% | -395.0% | -9.2% |
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