+610.7%
KGC vs UDR
+55.2%
+555.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -8.8% | +7.9% | -16.8% | -10.1% |
| 3M | -21.1% | -0.8% | -20.3% | -21.0% |
| 6M | -32.3% | 0.0% | -32.3% | -32.4% |
| YTD | -23.5% | +3.7% | -27.2% | -24.1% |
| 1Y | -15.0% | +8.5% | -23.5% | -16.3% |
| 3Y | +327.5% | +26.6% | +301.0% | +310.3% |
| 5Y | +244.3% | -20.2% | +264.5% | +245.3% |
| All | +610.7% | +55.2% | +555.5% | +604.1% |
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