+521.9%
BKR vs UDR
+2,776.7%
-2,254.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.4% |
| 7D | -6.7% | -3.4% | -3.3% | -5.4% |
| 30D | -8.3% | -5.4% | -2.9% | -6.4% |
| 3M | -5.4% | -10.0% | +4.6% | -2.0% |
| 6M | +0.8% | -2.5% | +3.3% | +1.0% |
| YTD | +31.8% | -1.1% | +33.0% | +31.2% |
| 1Y | +28.6% | -3.9% | +32.5% | +29.0% |
| 3Y | +71.2% | +3.4% | +67.8% | +65.3% |
| 5Y | +179.2% | -18.9% | +198.1% | +191.9% |
| 10Y | +124.0% | +46.8% | +77.1% | +86.6% |
| All | +521.9% | +2,776.7% | -2,254.9% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling