-54.4%
KMX vs UDR
-20.2%
-34.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -3.1% | -3.5% | +0.4% | -0.7% |
| 30D | +4.4% | -5.3% | +9.8% | +8.6% |
| 3M | +18.9% | -9.5% | +28.4% | +27.2% |
| 6M | +44.3% | -0.7% | +44.9% | +43.4% |
| YTD | +58.7% | -1.2% | +59.9% | +58.4% |
| 1Y | +0.1% | -5.7% | +5.9% | +3.8% |
| 3Y | -24.4% | +3.7% | -28.2% | -27.8% |
| All | -54.4% | -20.2% | -34.2% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling