+4,143.0%
KR vs UDR
+2,798.0%
+1,345.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.0% |
| 7D | -3.1% | -3.3% | +0.2% | -2.5% |
| 30D | +0.6% | -5.6% | +6.3% | +1.6% |
| 3M | -9.8% | -9.4% | -0.4% | -8.3% |
| 6M | -22.1% | -3.0% | -19.2% | -21.8% |
| YTD | -8.1% | -0.4% | -7.7% | -8.2% |
| 1Y | -14.7% | -5.1% | -9.5% | -14.0% |
| 3Y | +28.6% | +4.2% | +24.4% | +26.6% |
| 5Y | +36.4% | -19.5% | +55.9% | +39.3% |
| 10Y | +120.8% | +47.9% | +72.9% | +97.1% |
| All | +4,143.0% | +2,798.0% | +1,345.0% | +2,328.7% |
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 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