+1,018.0%
KEYS vs UDR
+47.2%
+970.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -3.5% | +7.0% | +4.8% |
| 30D | -4.5% | -5.3% | +0.8% | -2.7% |
| 3M | -0.4% | -9.5% | +9.1% | +2.6% |
| 6M | +19.1% | -0.7% | +19.8% | +18.1% |
| YTD | +66.7% | -1.2% | +67.8% | +65.3% |
| 1Y | +96.5% | -5.7% | +102.2% | +98.2% |
| 3Y | +155.2% | +3.7% | +151.4% | +146.3% |
| 5Y | +88.0% | -18.9% | +106.9% | +97.1% |
| All | +1,018.0% | +47.2% | +970.8% | +908.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling