+81.6%
KO vs UDR
-20.1%
+101.7%
-17.3%
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% | +0.5% |
| 7D | -1.1% | -3.4% | +2.3% | -0.1% |
| 30D | +1.6% | -5.4% | +7.0% | +3.2% |
| 3M | +5.8% | -10.0% | +15.7% | +8.9% |
| 6M | +14.3% | -2.5% | +16.8% | +15.0% |
| YTD | +27.3% | -1.1% | +28.4% | +27.3% |
| 1Y | +33.2% | -3.9% | +37.1% | +34.1% |
| 3Y | +64.5% | +3.4% | +61.0% | +61.1% |
| All | +81.6% | -20.1% | +101.7% | +91.1% |
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