+24.1%
KWEB vs CBRE
+509.0%
-484.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.1% | -1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | -11.5% | -4.0% | -7.5% | -10.4% |
| 3M | -2.9% | +8.0% | -10.9% | -6.4% |
| 6M | -14.6% | +4.0% | -18.6% | -16.6% |
| YTD | -25.5% | -11.5% | -14.0% | -23.1% |
| 1Y | -31.1% | -13.0% | -18.1% | -28.7% |
| 3Y | +3.0% | +66.9% | -63.9% | -20.8% |
| 5Y | -42.6% | +45.0% | -87.6% | -53.8% |
| 10Y | -21.1% | +385.0% | -406.2% | -63.7% |
| All | +24.1% | +509.0% | -484.9% | -52.2% |
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