+31.4%
KORU vs UDR
+134.7%
-103.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.2% |
| 7D | +24.3% | -2.1% | +26.4% | +26.5% |
| 30D | +37.3% | -5.6% | +43.0% | +44.2% |
| 3M | -32.8% | -5.8% | -27.0% | -32.4% |
| 6M | +36.9% | -1.1% | +38.0% | +29.7% |
| YTD | +162.6% | +1.6% | +161.0% | +140.0% |
| 1Y | +467.0% | -2.7% | +469.7% | +431.6% |
| 3Y | +522.4% | +6.3% | +516.1% | +428.6% |
| 5Y | +57.9% | -19.3% | +77.2% | +78.2% |
| 10Y | +70.8% | +46.0% | +24.8% | +14.8% |
| All | +31.4% | +134.7% | -103.3% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling