+346.4%
KGC vs UDR
+2,856.1%
-2,509.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | +9.2% | -5.6% | +14.9% | +10.3% |
| 3M | +16.7% | -5.8% | +22.5% | +17.8% |
| 6M | -7.0% | -1.1% | -5.9% | -7.0% |
| YTD | +7.5% | +1.6% | +5.9% | +7.0% |
| 1Y | +34.4% | -2.7% | +37.0% | +34.6% |
| 3Y | +552.0% | +6.3% | +545.7% | +541.7% |
| 5Y | +454.5% | -19.3% | +473.8% | +467.3% |
| 10Y | +658.7% | +46.0% | +612.7% | +591.4% |
| All | +346.4% | +2,856.1% | -2,509.8% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling