+120.2%
BKR vs UDR
+47.2%
+73.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -7.0% | -3.5% | -3.5% | -5.3% |
| 30D | -8.1% | -5.3% | -2.8% | -5.7% |
| 3M | -6.6% | -9.5% | +2.9% | -2.4% |
| 6M | +0.9% | -0.7% | +1.5% | 0.0% |
| YTD | +31.1% | -1.2% | +32.3% | +29.9% |
| 1Y | +27.7% | -5.7% | +33.5% | +29.4% |
| 3Y | +71.2% | +3.7% | +67.5% | +61.6% |
| 5Y | +177.6% | -18.9% | +196.6% | +193.9% |
| All | +120.2% | +47.2% | +73.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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