+266.4%
KDP vs CBRE
+387.8%
-121.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +4.0% | -4.6% | +8.6% | +4.9% |
| 30D | +16.8% | +3.0% | +13.8% | +16.0% |
| 3M | +32.0% | -8.7% | +40.8% | +34.1% |
| 6M | +35.2% | -7.9% | +43.0% | +36.8% |
| YTD | +40.9% | -16.3% | +57.2% | +44.1% |
| 1Y | +47.7% | -13.1% | +60.8% | +49.7% |
| 3Y | +34.8% | +83.1% | -48.3% | +14.7% |
| 5Y | +22.6% | +27.7% | -5.1% | +11.1% |
| 10Y | +266.4% | +386.9% | -120.5% | +145.4% |
| All | +266.4% | +387.8% | -121.4% | +145.4% |
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