+177.9%
KO vs UDR
+47.3%
+130.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | -1.1% | -3.4% | +2.3% | +0.2% |
| 30D | +1.6% | -5.4% | +7.0% | +3.7% |
| 3M | +5.8% | -10.0% | +15.7% | +10.0% |
| 6M | +14.3% | -2.5% | +16.8% | +15.2% |
| YTD | +27.3% | -1.1% | +28.4% | +27.2% |
| 1Y | +33.2% | -3.9% | +37.1% | +34.4% |
| 3Y | +64.5% | +3.4% | +61.0% | +58.4% |
| 5Y | +83.1% | -18.9% | +102.0% | +91.6% |
| All | +177.9% | +47.3% | +130.6% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling