+40.8%
KEY vs UDR
-18.0%
+58.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | +2.7% | -2.1% | +4.8% | +4.1% |
| 30D | -3.2% | -5.6% | +2.4% | +0.2% |
| 3M | +1.0% | -5.8% | +6.7% | +4.3% |
| 6M | +11.9% | -1.1% | +13.0% | +11.7% |
| YTD | +8.7% | +1.6% | +7.1% | +6.3% |
| 1Y | +18.5% | -2.7% | +21.1% | +18.9% |
| 3Y | +124.0% | +6.3% | +117.7% | +108.1% |
| 5Y | +40.8% | -19.3% | +60.1% | +49.6% |
| All | +40.8% | -18.0% | +58.8% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling