-4.3%
KGC vs UDR
+14.9%
-19.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +6.4% |
| 7D | -6.8% | +7.2% | -14.0% | -8.5% |
| 30D | -9.2% | +10.5% | -19.6% | -11.8% |
| 3M | -9.1% | -2.3% | -6.8% | -8.9% |
| 6M | -25.7% | +4.0% | -29.6% | -27.5% |
| YTD | -23.6% | +5.6% | -29.2% | -24.3% |
| 1Y | -4.3% | +13.0% | -17.3% | -8.4% |
| All | -4.3% | +14.9% | -19.2% | -8.4% |
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 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