+549.6%
KGC vs UDR
+4.1%
+545.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.9% |
| 7D | -0.1% | -3.3% | +3.2% | +0.9% |
| 30D | +10.5% | -5.6% | +16.1% | +12.5% |
| 3M | +19.8% | -9.4% | +29.2% | +23.4% |
| 6M | -6.7% | -3.0% | -3.7% | -6.2% |
| YTD | +7.8% | -0.4% | +8.2% | +7.4% |
| 1Y | +35.7% | -5.1% | +40.8% | +37.4% |
| All | +549.6% | +4.1% | +545.5% | +568.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling