+5.4%
KMB vs UDR
+26.8%
-21.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | +3.4% | +2.2% | +1.2% | +2.6% |
| 30D | +14.7% | +8.0% | +6.6% | +11.8% |
| 3M | +3.3% | -3.3% | +6.5% | +4.3% |
| 6M | +16.8% | +1.0% | +15.8% | +16.6% |
| YTD | +15.2% | +4.2% | +11.1% | +13.7% |
| 1Y | +13.3% | +10.8% | +2.5% | +9.8% |
| 3Y | +5.4% | +30.1% | -24.7% | +2.1% |
| All | +5.4% | +26.8% | -21.4% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling