+256.4%
KDP vs CBRE
+388.5%
-132.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.3% |
| 30D | +18.4% | +3.1% | +15.3% | +17.6% |
| 3M | +29.2% | -6.4% | +35.6% | +30.6% |
| 6M | +32.3% | -7.9% | +40.2% | +33.9% |
| YTD | +38.5% | -16.2% | +54.6% | +41.6% |
| 1Y | +48.5% | -11.2% | +59.7% | +49.9% |
| 3Y | +32.5% | +83.4% | -50.9% | +12.6% |
| 5Y | +19.7% | +28.4% | -8.8% | +8.3% |
| 10Y | +256.4% | +386.8% | -130.4% | +137.0% |
| All | +256.4% | +388.5% | -132.2% | +137.0% |
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 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