+14.7%
KMB vs UDR
+44.7%
-29.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.5% |
| 7D | -8.6% | -3.3% | -5.4% | -7.7% |
| 30D | -7.5% | -5.6% | -1.9% | -5.9% |
| 3M | -0.6% | -9.4% | +8.8% | +2.3% |
| 6M | -1.5% | -3.0% | +1.4% | -0.7% |
| YTD | +1.6% | -0.4% | +2.0% | +1.6% |
| 1Y | -20.8% | -5.1% | -15.6% | -19.7% |
| 3Y | -12.4% | +4.2% | -16.6% | -14.4% |
| 5Y | -12.9% | -19.5% | +6.6% | -9.8% |
| 10Y | +14.7% | +47.9% | -33.2% | -7.1% |
| All | +14.7% | +44.7% | -29.9% | -7.1% |
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