-16.8%
KHC vs UDR
-19.0%
+2.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.1% | +2.0% | -3.2% | -1.8% |
| 30D | +8.8% | +7.9% | +0.9% | +6.2% |
| 3M | -1.2% | -1.5% | +0.2% | -0.7% |
| 6M | +4.6% | +0.9% | +3.7% | +4.5% |
| YTD | +5.1% | +4.0% | +1.1% | +3.8% |
| 1Y | +6.2% | +10.4% | -4.1% | +2.9% |
| 3Y | -12.9% | +26.9% | -39.8% | -18.3% |
| 5Y | -16.8% | -19.4% | +2.6% | -12.6% |
| All | -16.8% | -19.0% | +2.2% | -12.6% |
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