-52.3%
KHC vs UDR
+56.7%
-108.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | +8.1% | +7.9% | +0.2% | +5.2% |
| 3M | 0.0% | -0.8% | +0.8% | +0.3% |
| 6M | +7.9% | 0.0% | +8.0% | +8.0% |
| YTD | +5.3% | +3.7% | +1.5% | +3.7% |
| 1Y | +5.1% | +8.5% | -3.4% | +1.8% |
| 3Y | -12.8% | +26.6% | -39.4% | -20.5% |
| 5Y | -16.2% | -20.2% | +4.0% | -11.3% |
| 10Y | -52.3% | +54.7% | -107.0% | -60.7% |
| All | -52.3% | +56.7% | -108.9% | -60.7% |
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