+1,080.2%
KEYS vs UDR
+93.2%
+987.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +4.4% | -2.1% | +6.5% | +5.2% |
| 30D | -2.2% | -5.6% | +3.4% | -0.3% |
| 3M | +0.5% | -5.8% | +6.3% | +2.0% |
| 6M | +22.4% | -1.1% | +23.5% | +21.7% |
| YTD | +64.1% | +1.6% | +62.5% | +61.3% |
| 1Y | +97.0% | -2.7% | +99.6% | +96.4% |
| 3Y | +152.0% | +6.3% | +145.7% | +141.7% |
| 5Y | +83.7% | -19.3% | +103.1% | +92.4% |
| 10Y | +997.9% | +46.0% | +951.9% | +853.4% |
| All | +1,080.2% | +93.2% | +987.1% | +847.7% |
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