+48.9%
EVRG vs UDR
-20.3%
+69.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.7% |
| 30D | 0.0% | -5.4% | +5.4% | +2.3% |
| 3M | -1.0% | -10.0% | +9.0% | +3.3% |
| 6M | +1.0% | -2.5% | +3.5% | +1.8% |
| YTD | +15.1% | -1.1% | +16.2% | +14.9% |
| 1Y | +17.6% | -3.9% | +21.5% | +18.7% |
| 3Y | +70.5% | +3.4% | +67.0% | +63.9% |
| 5Y | +48.9% | -18.9% | +67.8% | +57.1% |
| All | +48.9% | -20.3% | +69.1% | +57.1% |
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