+426.7%
KORU vs UDR
+3.4%
+423.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.8% | -12.3% |
| 7D | +2.3% | -3.4% | +5.7% | +3.5% |
| 30D | +20.0% | -5.4% | +25.4% | +22.2% |
| 3M | -32.7% | -10.0% | -22.8% | -31.9% |
| 6M | +13.3% | -2.5% | +15.9% | +7.1% |
| YTD | +133.2% | -1.1% | +134.3% | +116.4% |
| 1Y | +357.3% | -3.9% | +361.2% | +331.6% |
| All | +426.7% | +3.4% | +423.4% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling