The Pipeline

Four stages.
Zero shortcuts.

Every REIT in coverage — public or private, apartment or net lease — runs through the identical four-stage pipeline. The framework is proprietary, built on 15 years of institutional real estate investment experience managing over $10 billion in assets with significant REIT exposure. Consistency is the product.

01
Stage
Document Extraction & Normalization
Schema v3.6 — IFRS + US GAAP

Multi-year Annual Information Forms, MD&As, audited financial statements, supplemental packages, and investor presentations are extracted and structured into our proprietary normalized schema. The schema captures 200+ data points per filing year spanning income statement, balance sheet, cash flow statement, AFFO reconciliation, NAV calculation, debt schedule, and capital allocation history. Where GAAP differences exist between IFRS and US GAAP, adjustments are applied systematically — enabling apples-to-apples benchmarking against U.S. REITs.

AIF / Annual Report MD&A Audited Financials Supplemental Packages Investor Presentations Flat Metrics CSV
02
Stage
Narrative Synthesis & Management Accountability
Multi-year earnings call analysis — commitment tracking

Every year of earnings call transcripts is analyzed longitudinally — not just what management said, but how their narrative changed over time. We track specific commitments with dates and outcomes: strategic targets met, missed, or quietly dropped. Guidance accuracy is scored by topic (operational, capital allocation, leverage, development). The synthesis maps management’s strategic posture through distinct eras, identifies inflection points, and produces numbered forensic findings that are then tested against the quantitative model in Stage 3. A management team’s credibility is not a vibe — it is a measurable pattern.

Strategic Posture Timeline Commitment Tracking Guidance Accuracy by Topic Management Credibility Score Forensic Findings
03
Stage
Pro Forma Modeling & Forensic Analysis
Fully formula-driven models — amplification framework — counterfactual testing

Extracted data flows into a fully formula-driven Excel pro forma with up to 14 periods of history and forward projections. Every projected value traces to a toggleable assumption — no hardcoded outputs. The model computes RF-AFFO, CFS-FCF, three-tier capex comparison, multi-tier implied cap rates, distribution coverage, and the full amplification analysis. The amplification framework — our proprietary counterfactual test — compares the investor’s actual return against two alternative scenarios: what they would have earned if management maintained leverage but made no external capital decisions, and what they would have earned with maximum deleveraging. The gap is classified by materiality and becomes the analytical backbone of the assessment. The narrative synthesis from Stage 2 provides hypotheses that are tested against the model’s quantitative outputs — management’s claims are verified or contradicted with specific data.

Excel Pro Forma RF-AFFO & CFS-FCF Amplification Analysis Capital Allocation Hierarchy Market Signal Analysis Forward Base Case
04
Stage
Investment Memo Generation
Two-pass process — dashboard + narrative article

The forensic analysis from Stage 3 drives a two-pass memo generation process. Pass 1 produces the data dashboard: charts, tables, hero metrics, and the amplification verdict summary — all drawn from the model’s pre-computed outputs. Pass 2 produces the narrative article body: a long-form investment memo that answers three questions for every REIT — has management created or destroyed per-unit value, where was value gained or lost, and what does the return profile look like from here. The memo’s tone, title, and framing are calibrated to the materiality of the findings. For private REITs, the memo includes KYP-specific sections structured for NI 31-103 and Client Focused Reforms compliance documentation.

Investment Memo (HTML + PDF) Data Dashboard Flat Metrics CSV KYP Disclosure (Private)
Proprietary Metrics

What we measure and
why it matters.

Click each metric to expand the methodology and understand why industry-standard alternatives fall short.

RF-AFFO — Forensic AFFO
RF-AFFO = NOI − Interest Expense − Maintenance Capex − Leasing Costs (actual) − SBC − Non-cash Items
Proprietary +

Reported AFFO is a non-GAAP measure with no standardized definition. Management teams routinely capitalize leasing costs, exclude maintenance capex deemed “non-recurring,” add back stock-based compensation, and smooth distributions over multi-year periods — all of which inflate the headline number. The delta between reported AFFO and RF-AFFO is a direct measure of earnings quality.

The maintenance capex rate used in RF-AFFO is calibrated from three independent institutional sources — Green Street Advisors, Chilton Capital Management, and NAREIT — then validated against what management has actually spent on their buildings over the full observation period. The rationale: actual historical capex is the money it cost to generate the same-store NOI growth the company reports. If a REIT spent 12% of NOI on its existing properties and grew same-store NOI at 3%, that spending level is the empirical cost of maintaining competitive performance. We present all three tiers — management’s own classification, the institutional benchmark, and total audited cash flow statement capex — so the reader can see the full range and form their own view.

Why it mattersIf a distribution yield is underwritten on reported AFFO but the real coverage ratio is below 0.5×, that is a material product risk. RF-AFFO surfaces it before placement, not after a distribution cut. The three-tier capex comparison makes the earnings quality gap visible and auditable.
CFS-FCF — Cash Flow Statement Free Cash Flow
CFS-FCF = Cash from Operations − Total Capex (Maintenance + Growth) from CFS
Proprietary +

CFS-FCF is pulled directly from the cash flow statement with no management adjustments. It captures the true cash-generating ability of the portfolio before distributions, financing, and accounting elections. Many REITs show positive reported AFFO while running persistently negative CFS-FCF — meaning they are liquidating equity to pay distributions.

We track the 3-year rolling average alongside the single-year figure, because REITs can manage capex timing to manufacture a good year. A negative 3-year CFS-FCF average alongside a yielding distribution is one of the clearest forensic red flags in the dataset.

Why it matters for dealersCash flow statement data is audited and non-adjustable. CFS-FCF cannot be manipulated through accounting policy. It provides an independent verification point against the AFFO narrative — which is exactly what a KYP assessment requires.
Amplification Analysis — Counterfactual Framework
Actual IRR vs. Maintain-Leverage Counterfactual IRR vs. Deleverage IRR
Proprietary +

The amplification analysis answers the most fundamental capital allocation question: did management’s decisions — every acquisition, equity raise, disposition, and buyback — make the investor richer or poorer on a per-unit basis? We build a counterfactual: what would the investor have earned if management had simply run the existing portfolio at the same leverage ratio without any external capital activity? The gap between the counterfactual return and the actual return is the precise cost — or benefit — of management’s capital allocation decisions over the full cycle.

The framework produces a three-way verdict table comparing three paths: (1) full deleveraging (all free cash flow to debt, zero distributions), (2) maintain starting leverage with no external growth, and (3) the actual path management took. Each path shows full-cycle IRR, per-unit earnings growth, ending NAV per unit, and ending leverage. The gap is classified by materiality — from IMMATERIAL (normal business friction, sub-100 basis points) through NOTABLE, MATERIAL, and SEVERE — with the entity’s sector and return type determining the thresholds.

Why it mattersStandard REIT research reports enterprise growth — total NOI, total assets, total portfolio size. The amplification analysis isolates whether that growth reached the investor on a per-unit basis, or whether unit issuance and capital allocation friction consumed it. It is the only framework that answers whether a management team earned their stewardship premium — or whether the investor would have been better off on autopilot.
Multi-tier Implied Cap Rate
Tier 1: IFRS Fair Value ÷ NOI  |  Tier 2: NOI ÷ Mgmt NAV  |  Tier 3: Transaction Comparables
Enhanced +

REITs report a single cap rate figure in their investor materials, typically derived from management's own NAV calculation using self-selected IFRS fair value inputs. We triangulate across three tiers: (1) the cap rate implied by IFRS carrying values divided by current NOI, (2) the cap rate implied by management's stated NAV, and (3) recent transaction comparables in the same submarket and asset class.

When the three tiers diverge materially — particularly when IFRS fair values imply a cap rate meaningfully below recent transactions — that is a balance sheet inflation signal. It means the property portfolio may be worth less on a mark-to-market basis than the audited financials suggest, with direct implications for LTV ratios and distribution sustainability.

Why it matters for dealersA REIT marketing itself at "a 15% discount to NAV" is only attractive if the NAV is defensible. Our cap rate triangulation provides an independent stress test of that claim — critical for fixed-income-substitute products placed with yield-seeking retail clients.
NOI-to-AFFO Triage
Stage-by-stage reconciliation: NOI → EBITDA → FFO → AFFO → RF-AFFO
Proprietary +

The triage framework reconstructs every step between reported NOI and reported AFFO, isolating where value is lost — or manufactured — at each reconciliation stage. Strong NOI with weak AFFO suggests high interest burden or capital intensity. Weak NOI with strong AFFO suggests aggressive management adjustments. Knowing where the value leak occurs directs further diligence.

Why it matters for dealersAFFO is the number most clients see on a tear sheet. The triage tells you how defensible that number is, and where the bodies are buried between the operating result and the headline distribution metric.
Benchmarks

What good
actually looks like.

We benchmark every Canadian REIT against best-in-class U.S. REITs — not as aspirational targets, but as operational and disclosure standards. This is the two-benchmark methodology.

MAA
Mid-America Apartment Communities
Primary Benchmark — Disclosure & Operating Standards
MAA is the disclosure and operating benchmark: best-in-class financial statement granularity, supplemental package depth, NOI reporting by submarket, and capex transparency. We use MAA to set the standard for what a well-run apartment REIT should tell investors — and use that standard to score disclosure quality for Canadian peers.
EQR
Equity Residential
Capital Allocation Benchmark
EQR is the capital allocation benchmark: long-tenured management with a documented philosophy of per-unit value creation, disciplined acquisition and disposition cycles, and a track record of positive amplification (actual returns exceeding the counterfactual) over multiple rate cycles. Used to contextualize whether Canadian REIT management teams are capital allocators or asset gatherers.
Regulatory Alignment

Built for the
KYP obligation.

Client Focused Reforms under NI 31-103 require dealers to have a reasonable basis for believing a product is suitable for any client before recommending it. Our deliverables are designed to satisfy that obligation — and to survive scrutiny.

⚖️
NI 31-103 Alignment
KYP memos are structured around the product due diligence requirements under National Instrument 31-103 and CIRO dealer guidance. Every material risk factor has a corresponding forensic finding.
📋
CFRs Compliant
Client Focused Reforms raised the bar. Our reports address product complexity, distribution sustainability, conflict of interest disclosure, and fee structure alignment — the four areas regulators examine most closely.
🛡️
Defensible Documentation
Each memo is timestamped, version-controlled, and structured to serve as a compliance record. If a regulator asks what due diligence was performed before placement, you have a document that answers that question.
🔒
Private REIT Module
Exempt market products require additional diligence. The private REIT supplemental module covers redemption risk, subscription pace, gating provisions, LP/GP alignment, and liquidity profile — areas public REIT analysis ignores.
📊
Risk Scoring
Every REIT will receive a composite forensic risk score across five dimensions: earnings quality, leverage profile, distribution sustainability, governance, and disclosure quality. Scoring methodology is in development and will be calibrated against the full coverage universe. Currently in beta.
🔄
Ongoing Monitoring
Models and memos are updated monthly for actively covered REITs. Material event alerts (distribution cuts, covenant breaches, significant equity issuances) are distributed to subscribers as they occur.
Extraction Schema v3.6

200+ data points.
Every filing year.

A sample of the data captured in the normalized extraction schema — designed to be portable across REIT types, sectors, and accounting standards.

CategoryData PointSourceIFRS / GAAP
OperatingRevenue, NOI, Same-property NOI growthIncome Statement / MD&ABoth
OperatingOccupancy rate (weighted avg), average rent / sq ftSupplemental / MD&ABoth
AFFO ReconciliationFFO → AFFO bridge, maintenance vs. growth capexAFFO ScheduleBoth
ForensicRF-AFFO (computed), CFS-FCF (computed)Computed from CFS + AFFOBoth
Balance SheetInvestment properties (IFRS fair value), debt scheduleBalance Sheet / NotesIFRS
Capital AllocationAcquisitions, dispositions, development spend, equity issuancesCFS / MD&ABoth
NAVManagement NAV per unit, implied cap rateInvestor SupplementBoth
LeverageLTV, Debt/EBITDA, interest coverage, debt maturity scheduleMD&A / NotesBoth
DistributionDPU (declared vs. paid), coverage ratio, DRIP participationMD&A / Press ReleaseBoth
GovernanceMgmt fee structure, related-party transactions, insider ownershipAIF / Proxy / NotesBoth
Regulatory Compliance

Mapped against the
frameworks that matter.

We've mapped every due diligence criterion from CIRO's Client Focused Reforms, the AIMA/SBAI institutional standard, and Kitces/SEC advisor guidance against our forensic platform. Thirteen of fifteen criteria are fully covered at institutional depth.

View Full Mapping
Fee structure & impact on returns Fully Covered
Reasonable range of alternatives Fully Covered
Valuation methodology & independence Fully Covered
Distribution sustainability analysis Fully Covered
Governance & board independence Fully Covered
Background checks on principals Outside Scope
See It In Action

Request a sample
forensic report.

See the full methodology applied to a real REIT. We'll send you a complete forensic memo — including the Excel model — for one REIT of your choice.

Request Sample Report