+26.2%
KLAC vs UDR
+14.9%
+11.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -2.8% |
| 7D | -5.7% | +7.2% | -12.9% | -3.3% |
| 30D | -27.6% | +10.5% | -38.0% | -25.1% |
| 3M | -23.3% | -2.3% | -21.0% | -23.2% |
| 6M | -12.4% | +4.0% | -16.4% | -13.0% |
| YTD | +23.7% | +5.6% | +18.1% | +24.8% |
| 1Y | +26.2% | +13.0% | +13.1% | +28.0% |
| All | +26.2% | +14.9% | +11.3% | +28.0% |
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