+59.6%
KEYS vs UDR
+14.9%
+44.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -5.3% |
| 7D | -14.8% | +7.2% | -22.0% | -13.2% |
| 30D | -25.6% | +10.5% | -36.0% | -23.8% |
| 3M | -16.2% | -2.3% | -14.0% | -15.5% |
| 6M | -18.6% | +4.0% | -22.6% | -19.8% |
| YTD | +40.7% | +5.6% | +35.1% | +40.1% |
| 1Y | +59.6% | +13.0% | +46.6% | +55.3% |
| All | +59.6% | +14.9% | +44.7% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling