+473.4%
KMX vs UDR
+1,054.0%
-580.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -0.7% | -2.1% | +1.4% | +0.3% |
| 30D | +4.1% | -5.6% | +9.7% | +7.0% |
| 3M | +27.5% | -5.8% | +33.3% | +30.9% |
| 6M | +43.6% | -1.1% | +44.7% | +43.6% |
| YTD | +56.8% | +1.6% | +55.1% | +55.0% |
| 1Y | -1.3% | -2.7% | +1.3% | -0.1% |
| 3Y | -25.4% | +6.3% | -31.7% | -27.4% |
| 5Y | -53.9% | -19.3% | -34.6% | -49.4% |
| 10Y | +0.7% | +46.0% | -45.3% | -16.4% |
| All | +473.4% | +1,054.0% | -580.6% | +145.0% |
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 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