+41.1%
KMB vs UDR
+53.1%
-12.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | +2.0% | +4.0% | +5.4% |
| 30D | +13.5% | +7.9% | +5.6% | +11.0% |
| 3M | +3.8% | -1.5% | +5.2% | +4.2% |
| 6M | +15.6% | +0.9% | +14.7% | +15.3% |
| YTD | +14.0% | +4.0% | +10.0% | +12.6% |
| 1Y | +12.9% | +10.4% | +2.6% | +9.6% |
| 3Y | +3.7% | +26.9% | -23.2% | -4.0% |
| 5Y | -0.1% | -19.4% | +19.3% | +3.5% |
| 10Y | +41.1% | +57.0% | -15.9% | +14.2% |
| All | +41.1% | +53.1% | -12.0% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling