+256.4%
KDP vs UDR
+53.1%
+203.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | +2.0% | +6.2% | +7.7% |
| 30D | +18.4% | +7.9% | +10.5% | +16.1% |
| 3M | +29.2% | -1.5% | +30.7% | +29.8% |
| 6M | +32.3% | +0.9% | +31.4% | +32.0% |
| YTD | +38.5% | +4.0% | +34.5% | +37.0% |
| 1Y | +48.5% | +10.4% | +38.1% | +44.7% |
| 3Y | +32.5% | +26.9% | +5.6% | +24.5% |
| 5Y | +19.7% | -19.4% | +39.0% | +23.5% |
| 10Y | +256.4% | +57.0% | +199.4% | +233.6% |
| All | +256.4% | +53.1% | +203.2% | +233.6% |
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