+16.9%
KDP vs UDR
-18.9%
+35.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.2% | +3.0% | -0.8% | +1.3% |
| 30D | +19.9% | +10.3% | +9.7% | +16.4% |
| 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% | +33.3% |
| 1Y | +43.4% | +12.7% | +30.6% | +38.2% |
| 3Y | +29.1% | +27.6% | +1.5% | +20.2% |
| All | +16.9% | -18.9% | +35.8% | +22.9% |
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