+40.9%
KNX vs UDR
-20.1%
+61.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | -0.5% | -3.4% | +2.9% | +1.1% |
| 30D | +1.0% | -5.4% | +6.4% | +3.5% |
| 3M | -12.6% | -10.0% | -2.7% | -8.5% |
| 6M | +21.1% | -2.5% | +23.6% | +21.9% |
| YTD | +33.2% | -1.1% | +34.3% | +32.8% |
| 1Y | +67.8% | -3.9% | +71.7% | +69.3% |
| 3Y | +37.3% | +3.4% | +33.9% | +33.1% |
| All | +40.9% | -20.1% | +61.0% | +53.7% |
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