+105.3%
KEY vs UDR
+53.1%
+52.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.5% | +2.0% | -1.5% | -1.0% |
| 30D | +6.9% | +7.9% | -1.0% | +1.1% |
| 3M | -5.0% | -1.5% | -3.5% | -4.3% |
| 6M | +0.7% | +0.9% | -0.2% | -0.7% |
| YTD | +6.5% | +4.0% | +2.4% | +1.9% |
| 1Y | +22.6% | +10.4% | +12.2% | +12.1% |
| 3Y | +125.3% | +26.9% | +98.4% | +82.8% |
| 5Y | +13.9% | -19.4% | +33.3% | +26.9% |
| 10Y | +105.3% | +57.0% | +48.3% | +84.5% |
| All | +105.3% | +53.1% | +52.2% | +84.5% |
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 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