-43.1%
KHC vs CBRE
+295.9%
-339.0%
-76.1%
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% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.4% |
| 30D | -1.9% | -2.2% | +0.3% | -1.4% |
| 3M | +14.4% | +12.9% | +1.5% | +11.0% |
| 6M | +8.7% | +4.3% | +4.4% | +7.2% |
| YTD | +7.8% | -8.0% | +15.8% | +8.8% |
| 1Y | -1.5% | -8.6% | +7.0% | -0.6% |
| 3Y | -9.9% | +71.9% | -81.7% | -23.8% |
| 5Y | -10.7% | +50.0% | -60.7% | -23.4% |
| 10Y | -55.7% | +390.1% | -445.8% | -74.7% |
| All | -43.1% | +295.9% | -339.0% | -64.5% |
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