+16.2%
KDP vs CBRE
+26.1%
-9.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +9.7% | +3.3% | +6.4% | +9.2% |
| 3M | +17.6% | -12.4% | +30.0% | +19.6% |
| 6M | +25.8% | -5.4% | +31.1% | +26.5% |
| YTD | +33.9% | -17.2% | +51.1% | +36.0% |
| 1Y | +38.9% | -13.1% | +52.0% | +40.0% |
| 3Y | +26.8% | +81.6% | -54.8% | +10.6% |
| All | +16.2% | +26.1% | -9.9% | +7.9% |
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