-27.2%
KRMN vs UDR
-8.0%
-19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.0% | -9.3% | -11.9% |
| 7D | -12.9% | -3.3% | -9.6% | -14.2% |
| 30D | -43.3% | -5.6% | -37.7% | -44.9% |
| 3M | -27.2% | -9.4% | -17.8% | -31.2% |
| All | -27.2% | -8.0% | -19.1% | -31.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling