+1,782.5%
KMB vs UDR
+2,878.3%
-1,095.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -2.0% | -1.0% | -2.7% |
| 30D | -5.5% | -5.2% | -0.3% | -4.5% |
| 3M | +14.0% | -5.8% | +19.8% | +15.3% |
| 6M | +4.1% | -1.7% | +5.8% | +4.4% |
| YTD | +8.0% | +2.4% | +5.7% | +7.5% |
| 1Y | -13.7% | -2.1% | -11.6% | -13.5% |
| 3Y | -5.9% | +4.2% | -10.2% | -7.4% |
| 5Y | -8.6% | -20.0% | +11.4% | -6.3% |
| 10Y | +17.3% | +44.6% | -27.4% | +6.2% |
| All | +1,782.5% | +2,878.3% | -1,095.7% | +996.3% |
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