+224.5%
KEEL vs UDR
+3.3%
+221.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | +2.9% | -3.5% | +6.3% | +4.9% |
| 30D | +0.8% | -5.3% | +6.2% | +3.6% |
| 3M | -35.3% | -9.5% | -25.8% | -33.0% |
| 6M | +59.4% | -0.7% | +60.0% | +52.1% |
| YTD | +51.9% | -1.2% | +53.1% | +45.4% |
| 1Y | +75.0% | -5.7% | +80.7% | +73.3% |
| 3Y | +224.5% | +3.7% | +220.8% | +211.0% |
| All | +224.5% | +3.3% | +221.2% | +211.0% |
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 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