-49.9%
KHC vs UDR
+54.6%
-104.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +10.6% | +7.8% | +2.9% | +7.7% |
| 3M | +0.5% | -2.8% | +3.3% | +1.6% |
| 6M | +12.1% | -1.4% | +13.5% | +12.7% |
| YTD | +8.9% | +3.4% | +5.5% | +7.4% |
| 1Y | +7.5% | +9.9% | -2.4% | +3.6% |
| 3Y | -10.7% | +28.5% | -39.2% | -19.1% |
| 5Y | -13.2% | -20.5% | +7.3% | -8.0% |
| All | -49.9% | +54.6% | -104.6% | -59.1% |
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