-55.4%
KHC vs CBRE
+378.3%
-433.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.1% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | -0.1% | -4.0% | +3.9% | +0.7% |
| 3M | +8.3% | +8.0% | +0.3% | +6.3% |
| 6M | +5.0% | +4.0% | +1.0% | +3.6% |
| YTD | +8.0% | -11.5% | +19.5% | +9.9% |
| 1Y | -1.1% | -13.0% | +11.9% | +0.9% |
| 3Y | -10.7% | +66.9% | -77.6% | -23.5% |
| 5Y | -13.5% | +45.0% | -58.6% | -24.7% |
| 10Y | -55.4% | +385.0% | -440.4% | -71.3% |
| All | -55.4% | +378.3% | -433.7% | -71.3% |
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