+177.6%
KEEL vs UDR
-1.4%
+179.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | -2.0% | +9.8% | +7.0% |
| 30D | -11.7% | -5.2% | -6.5% | -13.4% |
| 3M | -41.5% | -5.8% | -35.7% | -43.3% |
| 6M | +54.9% | -1.7% | +56.6% | +46.6% |
| YTD | +47.7% | +2.4% | +45.3% | +43.6% |
| 1Y | +177.6% | -2.1% | +179.7% | +164.3% |
| All | +177.6% | -1.4% | +179.0% | +164.3% |
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