+17.4%
KRMN vs UDR
-12.2%
+29.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -11.8% | -3.5% | -8.3% | -10.3% |
| 30D | -43.0% | -5.3% | -37.7% | -41.6% |
| 3M | -28.8% | -9.5% | -19.3% | -26.0% |
| 6M | -66.3% | -0.7% | -65.7% | -66.7% |
| YTD | -51.8% | -1.2% | -50.6% | -52.9% |
| 1Y | -44.7% | -5.7% | -39.0% | -43.5% |
| All | +17.4% | -12.2% | +29.6% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling