-12.4%
KHC vs CBRE
+85.6%
-98.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.1% |
| 7D | -2.0% | +1.0% | -3.1% | -2.2% |
| 30D | +9.7% | +5.6% | +4.0% | +8.6% |
| 3M | -2.0% | -6.8% | +4.7% | -1.2% |
| 6M | +5.4% | -5.6% | +11.0% | +5.9% |
| YTD | +5.9% | -14.1% | +20.0% | +7.1% |
| 1Y | +7.5% | -9.5% | +16.9% | +7.6% |
| 3Y | -12.4% | +91.8% | -104.2% | -18.6% |
| All | -12.4% | +85.6% | -98.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling