+152.5%
KRE vs UDR
+229.2%
-76.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | +2.3% | -2.1% | +4.4% | +3.6% |
| 30D | -2.5% | -5.6% | +3.1% | +0.8% |
| 3M | +6.2% | -5.8% | +12.0% | +9.8% |
| 6M | +15.8% | -1.1% | +16.9% | +15.9% |
| YTD | +16.0% | +1.6% | +14.4% | +13.9% |
| 1Y | +16.2% | -2.7% | +18.8% | +16.8% |
| 3Y | +86.4% | +6.3% | +80.1% | +76.6% |
| 5Y | +33.0% | -19.3% | +52.3% | +45.7% |
| 10Y | +123.0% | +46.0% | +77.0% | +67.0% |
| All | +152.5% | +229.2% | -76.7% | -11.0% |
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 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