+14.4%
KRMN vs UDR
-12.1%
+26.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.0% |
| 7D | -15.1% | -3.4% | -11.7% | -13.7% |
| 30D | -44.5% | -5.4% | -39.0% | -43.1% |
| 3M | -25.0% | -10.0% | -15.1% | -21.8% |
| 6M | -66.5% | -2.5% | -64.0% | -66.6% |
| YTD | -53.0% | -1.1% | -51.9% | -54.1% |
| 1Y | -44.7% | -3.9% | -40.8% | -44.6% |
| All | +14.4% | -12.1% | +26.6% | +31.1% |
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