+171.6%
BKR vs UDR
-20.2%
+191.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -7.0% | -3.5% | -3.5% | -5.9% |
| 30D | -8.1% | -5.3% | -2.8% | -6.5% |
| 3M | -6.6% | -9.5% | +2.9% | -3.8% |
| 6M | +0.9% | -0.7% | +1.5% | +0.1% |
| YTD | +31.1% | -1.2% | +32.3% | +30.1% |
| 1Y | +27.7% | -5.7% | +33.5% | +28.9% |
| 3Y | +71.2% | +3.7% | +67.5% | +65.9% |
| All | +171.6% | -20.2% | +191.8% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling