+6.8%
KDP vs CBRE
+50.7%
-43.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.3% | -2.0% | +3.2% | +1.5% |
| 30D | +6.0% | -2.2% | +8.2% | +6.3% |
| 3M | +9.2% | +12.9% | -3.7% | +7.5% |
| 6M | +14.7% | +4.3% | +10.4% | +13.8% |
| YTD | +19.2% | -8.0% | +27.2% | +19.5% |
| 1Y | +15.2% | -8.6% | +23.7% | +15.5% |
| 3Y | +6.0% | +71.9% | -65.9% | -5.8% |
| All | +6.8% | +50.7% | -43.9% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling