+85.7%
KRE vs UDR
+3.3%
+82.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -3.5% | +1.6% | +0.2% |
| 30D | -4.5% | -5.3% | +0.8% | -1.5% |
| 3M | +2.7% | -9.5% | +12.3% | +8.7% |
| 6M | +16.9% | -0.7% | +17.5% | +16.4% |
| YTD | +15.4% | -1.2% | +16.5% | +14.8% |
| 1Y | +16.1% | -5.7% | +21.8% | +19.1% |
| 3Y | +85.7% | +3.7% | +82.0% | +71.0% |
| All | +85.7% | +3.3% | +82.4% | +71.0% |
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