+2,065.7%
EVRG vs UDR
+2,856.2%
-790.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.9% | -2.1% | +2.9% | +1.5% |
| 30D | -0.5% | -5.6% | +5.1% | +1.1% |
| 3M | +1.5% | -5.8% | +7.3% | +3.2% |
| 6M | +1.2% | -1.1% | +2.3% | +1.3% |
| YTD | +16.3% | +1.6% | +14.7% | +15.4% |
| 1Y | +20.3% | -2.7% | +22.9% | +20.7% |
| 3Y | +72.3% | +6.3% | +66.0% | +67.6% |
| 5Y | +46.7% | -19.3% | +66.0% | +53.0% |
| 10Y | +113.8% | +46.0% | +67.8% | +90.7% |
| All | +2,065.7% | +2,856.2% | -790.5% | +1,118.7% |
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