+1,078.2%
KEY vs UDR
+2,878.3%
-1,800.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +3.5% |
| 30D | -3.0% | -5.2% | +2.2% | +0.3% |
| 3M | +3.3% | -5.8% | +9.1% | +6.9% |
| 6M | +9.2% | -1.7% | +10.9% | +9.5% |
| YTD | +10.6% | +2.4% | +8.3% | +7.8% |
| 1Y | +20.4% | -2.1% | +22.5% | +20.3% |
| 3Y | +121.8% | +4.2% | +117.6% | +111.7% |
| 5Y | +41.1% | -20.0% | +61.1% | +57.1% |
| 10Y | +168.5% | +44.6% | +123.9% | +102.9% |
| All | +1,078.2% | +2,878.3% | -1,800.1% | +184.0% |
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