+175.8%
KDP vs CBRE
+378.3%
-202.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.6% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +8.5% | -4.0% | +12.5% | +9.2% |
| 3M | +6.6% | +8.0% | -1.4% | +5.0% |
| 6M | +17.1% | +4.0% | +13.1% | +15.8% |
| YTD | +19.0% | -11.5% | +30.6% | +20.7% |
| 1Y | +21.8% | -13.0% | +34.8% | +23.7% |
| 3Y | +6.4% | +66.9% | -60.5% | -7.5% |
| 5Y | +5.1% | +45.0% | -39.9% | -7.3% |
| 10Y | +175.8% | +385.0% | -209.2% | +80.7% |
| All | +175.8% | +378.3% | -202.5% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling