+66.1%
KKR vs UDR
-20.1%
+86.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | -8.1% | -3.4% | -4.7% | -5.9% |
| 30D | -9.1% | -5.4% | -3.7% | -5.6% |
| 3M | +6.4% | -10.0% | +16.3% | +13.7% |
| 6M | +12.6% | -2.5% | +15.1% | +13.1% |
| YTD | -20.4% | -1.1% | -19.3% | -21.0% |
| 1Y | -27.1% | -3.9% | -23.2% | -26.1% |
| 3Y | +63.8% | +3.4% | +60.4% | +56.2% |
| All | +66.1% | -20.1% | +86.3% | +100.6% |
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