+430.6%
KLAC vs UDR
-20.3%
+450.8%
-43.6%
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% | -2.9% |
| 7D | +2.5% | -3.4% | +5.8% | +3.7% |
| 30D | -11.5% | -5.4% | -6.1% | -9.8% |
| 3M | -16.9% | -10.0% | -7.0% | -14.4% |
| 6M | +22.2% | -2.5% | +24.8% | +21.6% |
| YTD | +46.4% | -1.1% | +47.5% | +44.4% |
| 1Y | +91.0% | -3.9% | +94.9% | +90.2% |
| 3Y | +264.6% | +3.4% | +261.1% | +242.9% |
| 5Y | +430.6% | -18.9% | +449.5% | +505.2% |
| All | +430.6% | -20.3% | +450.8% | +505.2% |
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 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