+222.0%
KGC vs UDR
-20.8%
+242.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -6.7% | -0.4% | -6.3% | -6.5% |
| 30D | -6.7% | +7.8% | -14.4% | -9.3% |
| 3M | -22.6% | -2.8% | -19.8% | -21.8% |
| 6M | -33.4% | -1.4% | -32.0% | -33.4% |
| YTD | -26.0% | +3.4% | -29.4% | -27.4% |
| 1Y | -18.3% | +9.9% | -28.2% | -21.7% |
| 3Y | +315.8% | +28.5% | +287.3% | +264.8% |
| All | +222.0% | -20.8% | +242.8% | +237.3% |
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 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