+1,007.5%
KEY vs UDR
+2,919.7%
-1,912.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -3.2% |
| 30D | +5.1% | +10.3% | -5.1% | -1.4% |
| 3M | -7.1% | -2.9% | -4.2% | -5.6% |
| 6M | -4.4% | +0.3% | -4.7% | -5.2% |
| YTD | +4.0% | +3.8% | +0.2% | +0.3% |
| 1Y | +23.4% | +12.7% | +10.7% | +12.6% |
| 3Y | +113.9% | +27.6% | +86.3% | +78.8% |
| 5Y | +12.3% | -18.6% | +30.9% | +23.7% |
| 10Y | +125.5% | +52.4% | +73.1% | +65.2% |
| All | +1,007.5% | +2,919.7% | -1,912.2% | +164.3% |
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