+67.9%
KORU vs UDR
+47.3%
+20.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.8% | -11.9% |
| 7D | +2.3% | -3.4% | +5.7% | +5.5% |
| 30D | +20.0% | -5.4% | +25.4% | +25.8% |
| 3M | -32.7% | -10.0% | -22.8% | -29.4% |
| 6M | +13.3% | -2.5% | +15.9% | +8.4% |
| YTD | +133.2% | -1.1% | +134.3% | +117.8% |
| 1Y | +357.3% | -3.9% | +361.2% | +332.5% |
| 3Y | +452.7% | +3.4% | +449.2% | +377.1% |
| 5Y | +47.2% | -18.9% | +66.1% | +64.7% |
| All | +67.9% | +47.3% | +20.6% | +9.9% |
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