+48.0%
KR vs UDR
-20.1%
+68.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.7% | -3.4% | +0.7% | -1.9% |
| 30D | +1.9% | -5.4% | +7.4% | +3.3% |
| 3M | -11.0% | -10.0% | -1.1% | -8.8% |
| 6M | -20.2% | -2.5% | -17.7% | -19.7% |
| YTD | -7.3% | -1.1% | -6.2% | -7.2% |
| 1Y | -13.1% | -3.9% | -9.2% | -12.5% |
| 3Y | +29.7% | +3.4% | +26.3% | +27.2% |
| All | +48.0% | -20.1% | +68.2% | +57.7% |
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