+113.6%
KEY vs UDR
+54.2%
+59.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.4% |
| 7D | -0.4% | +2.2% | -2.6% | -2.0% |
| 30D | +7.2% | +8.0% | -0.8% | +1.3% |
| 3M | -4.9% | -3.3% | -1.7% | -2.9% |
| 6M | +1.1% | +1.0% | 0.0% | -0.5% |
| YTD | +6.8% | +4.2% | +2.6% | +2.1% |
| 1Y | +23.3% | +10.8% | +12.4% | +12.4% |
| 3Y | +126.1% | +30.1% | +95.9% | +80.0% |
| 5Y | +15.2% | -18.9% | +34.1% | +27.7% |
| 10Y | +113.6% | +53.4% | +60.2% | +93.7% |
| All | +113.6% | +54.2% | +59.4% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling