+44.2%
KGC vs UDR
-1.4%
+45.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | -2.0% | +0.7% | -0.9% |
| 30D | +20.3% | -5.2% | +25.5% | +21.6% |
| 3M | +8.1% | -5.8% | +13.9% | +9.3% |
| 6M | -8.8% | -1.7% | -7.1% | -9.0% |
| YTD | +10.1% | +2.4% | +7.7% | +10.2% |
| 1Y | +44.2% | -2.1% | +46.3% | +49.3% |
| All | +44.2% | -1.4% | +45.6% | +49.3% |
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