+1,278.3%
KDP vs CBRE
+489.4%
+788.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.2% | +5.2% | -3.0% | +1.5% |
| 30D | +19.9% | +6.2% | +13.7% | +18.9% |
| 3M | +21.5% | -8.1% | +29.6% | +22.7% |
| 6M | +30.1% | -6.6% | +36.8% | +31.0% |
| YTD | +34.9% | -15.7% | +50.7% | +37.0% |
| 1Y | +43.4% | -9.7% | +53.0% | +44.2% |
| 3Y | +29.1% | +80.4% | -51.3% | +17.2% |
| 5Y | +15.0% | +27.0% | -12.0% | +8.3% |
| 10Y | +234.1% | +412.9% | -178.8% | +157.0% |
| All | +1,278.3% | +489.4% | +788.9% | +777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling