+160,143.0%
KLAC vs UDR
+2,856.2%
+157,286.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | +10.6% | -2.1% | +12.6% | +11.5% |
| 30D | -4.5% | -5.6% | +1.1% | -2.4% |
| 3M | -10.3% | -5.8% | -4.5% | -8.8% |
| 6M | +40.9% | -1.1% | +42.0% | +40.0% |
| YTD | +56.1% | +1.6% | +54.5% | +53.1% |
| 1Y | +109.0% | -2.7% | +111.7% | +107.8% |
| 3Y | +288.8% | +6.3% | +282.5% | +267.6% |
| 5Y | +489.1% | -19.3% | +508.5% | +516.9% |
| 10Y | +3,041.8% | +46.0% | +2,995.8% | +2,440.5% |
| All | +160,143.0% | +2,856.2% | +157,286.8% | +51,300.4% |
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