+29.4%
KDP vs UDR
+26.4%
+3.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.2% | +3.0% | -0.8% | +1.1% |
| 30D | +19.9% | +10.3% | +9.7% | +15.8% |
| 3M | +21.5% | -2.9% | +24.4% | +22.6% |
| 6M | +30.1% | +0.3% | +29.8% | +30.0% |
| YTD | +34.9% | +3.8% | +31.1% | +33.0% |
| 1Y | +43.4% | +12.7% | +30.6% | +37.5% |
| All | +29.4% | +26.4% | +3.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling