+1,037.3%
KEY vs UDR
+2,930.5%
-1,893.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -0.4% | +2.2% | -2.6% | -1.8% |
| 30D | +7.2% | +8.0% | -0.8% | +1.9% |
| 3M | -4.9% | -3.3% | -1.7% | -3.1% |
| 6M | +1.1% | +1.0% | 0.0% | -0.3% |
| YTD | +6.8% | +4.2% | +2.6% | +2.7% |
| 1Y | +23.3% | +10.8% | +12.4% | +13.7% |
| 3Y | +126.1% | +30.1% | +95.9% | +86.5% |
| 5Y | +15.2% | -18.9% | +34.1% | +27.2% |
| 10Y | +113.6% | +53.4% | +60.2% | +56.0% |
| All | +1,037.3% | +2,930.5% | -1,893.2% | +170.7% |
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 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