+56.9%
KORU vs UDR
-20.2%
+77.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.0% | +9.0% |
| 7D | -1.7% | -3.5% | +1.8% | +0.7% |
| 30D | +13.5% | -5.3% | +18.8% | +17.6% |
| 3M | -45.2% | -9.5% | -35.7% | -43.5% |
| 6M | +17.1% | -0.7% | +17.8% | +9.6% |
| YTD | +154.1% | -1.2% | +155.3% | +136.6% |
| 1Y | +375.7% | -5.7% | +381.4% | +357.7% |
| 3Y | +474.0% | +3.7% | +470.3% | +389.7% |
| All | +56.9% | -20.2% | +77.1% | +88.4% |
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 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