-43.1%
KHC vs UDR
+66.7%
-109.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.0% |
| 30D | -1.9% | -5.2% | +3.3% | +0.1% |
| 3M | +14.4% | -5.8% | +20.2% | +17.1% |
| 6M | +8.7% | -1.7% | +10.4% | +9.3% |
| YTD | +7.8% | +2.4% | +5.4% | +6.6% |
| 1Y | -1.5% | -2.1% | +0.6% | -1.0% |
| 3Y | -9.9% | +4.2% | -14.1% | -12.3% |
| 5Y | -10.7% | -20.0% | +9.3% | -5.7% |
| 10Y | -55.7% | +44.6% | -100.3% | -64.8% |
| All | -43.1% | +66.7% | -109.8% | -59.2% |
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