+38.9%
KDP vs UDR
+9.0%
+29.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +9.7% | +7.8% | +2.0% | +6.2% |
| 3M | +17.6% | -2.8% | +20.4% | +18.6% |
| 6M | +25.8% | -1.4% | +27.2% | +26.7% |
| YTD | +33.9% | +3.4% | +30.5% | +32.7% |
| 1Y | +38.9% | +9.9% | +29.0% | +38.0% |
| All | +38.9% | +9.0% | +29.8% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling