+482.2%
KORU vs UDR
-1.4%
+483.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.4% | +13.5% |
| 7D | +13.0% | -2.0% | +15.0% | +10.5% |
| 30D | +27.3% | -5.2% | +32.5% | +19.7% |
| 3M | -55.3% | -5.8% | -49.5% | -57.4% |
| 6M | +11.6% | -1.7% | +13.3% | +3.1% |
| YTD | +158.5% | +2.4% | +156.2% | +146.2% |
| 1Y | +482.2% | -2.1% | +484.3% | +431.3% |
| All | +482.2% | -1.4% | +483.6% | +431.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling