+115.7%
KMI vs UDR
+168.0%
-52.3%
-72.7%
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% | +2.2% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | +3.7% | -5.6% | +9.3% | +6.2% |
| 3M | +3.2% | -5.8% | +8.9% | +5.6% |
| 6M | -3.0% | -1.1% | -1.9% | -2.9% |
| YTD | +19.7% | +1.6% | +18.0% | +17.9% |
| 1Y | +25.6% | -2.7% | +28.3% | +25.8% |
| 3Y | +120.2% | +6.3% | +113.9% | +108.8% |
| 5Y | +160.5% | -19.3% | +179.8% | +175.0% |
| 10Y | +134.8% | +46.0% | +88.8% | +89.3% |
| All | +115.7% | +168.0% | -52.3% | +29.8% |
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