+82.8%
KEYS vs UDR
-20.1%
+102.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +0.9% | -3.4% | +4.3% | +2.4% |
| 30D | -5.3% | -5.4% | +0.2% | -3.1% |
| 3M | +0.5% | -10.0% | +10.5% | +4.3% |
| 6M | +14.0% | -2.5% | +16.6% | +13.5% |
| YTD | +60.3% | -1.1% | +61.4% | +58.0% |
| 1Y | +91.3% | -3.9% | +95.2% | +91.0% |
| 3Y | +146.1% | +3.4% | +142.7% | +133.5% |
| All | +82.8% | -20.1% | +102.9% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling