+280.1%
KEEL vs UDR
-1.6%
+281.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.5% | -7.0% |
| 7D | +2.7% | -3.4% | +6.1% | +4.2% |
| 30D | +4.6% | -5.4% | +10.0% | +6.9% |
| 3M | -34.5% | -10.0% | -24.5% | -32.2% |
| 6M | +59.3% | -2.5% | +61.8% | +57.7% |
| YTD | +46.4% | -1.1% | +47.5% | +43.9% |
| 1Y | +96.6% | -3.9% | +100.5% | +95.2% |
| 3Y | +182.0% | +3.4% | +178.5% | +172.3% |
| 5Y | -38.2% | -18.9% | -19.4% | -34.4% |
| All | +280.1% | -1.6% | +281.7% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling