-27.2%
KWEB vs CBRE
-7.7%
-19.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -1.0% | -2.0% | +0.9% | -0.6% |
| 30D | -8.7% | -2.2% | -6.5% | -8.3% |
| 3M | -4.0% | +12.9% | -16.9% | -7.0% |
| 6M | -13.1% | +4.3% | -17.4% | -14.5% |
| YTD | -23.5% | -8.0% | -15.4% | -23.2% |
| 1Y | -27.2% | -8.6% | -18.6% | -28.0% |
| All | -27.2% | -7.7% | -19.5% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling