-1.3%
KHC vs UDR
-4.8%
+3.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -4.8% | -3.3% | -1.5% | -3.3% |
| 30D | +0.3% | -5.6% | +5.9% | +3.0% |
| 3M | +6.7% | -9.4% | +16.1% | +11.6% |
| 6M | +4.2% | -3.0% | +7.1% | +6.8% |
| YTD | +6.7% | -0.4% | +7.1% | +7.7% |
| All | -1.3% | -4.8% | +3.5% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling