+461.7%
KGC vs UDR
-20.7%
+482.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.0% |
| 7D | -0.1% | -3.3% | +3.2% | +1.1% |
| 30D | +10.5% | -5.6% | +16.1% | +12.9% |
| 3M | +19.8% | -9.4% | +29.2% | +24.0% |
| 6M | -6.7% | -3.0% | -3.7% | -6.1% |
| YTD | +7.8% | -0.4% | +8.2% | +7.3% |
| 1Y | +35.7% | -5.1% | +40.8% | +37.4% |
| 3Y | +553.7% | +4.2% | +549.5% | +524.0% |
| 5Y | +461.7% | -19.5% | +481.2% | +489.6% |
| All | +461.7% | -20.7% | +482.4% | +489.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling