-22.5%
KWEB vs UDR
+47.2%
-69.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -3.5% | -2.1% | -4.8% |
| 30D | -10.7% | -5.3% | -5.4% | -9.6% |
| 3M | -7.4% | -9.5% | +2.1% | -5.5% |
| 6M | -19.3% | -0.7% | -18.7% | -19.4% |
| YTD | -27.8% | -1.2% | -26.6% | -27.9% |
| 1Y | -35.9% | -5.7% | -30.2% | -35.4% |
| 3Y | -1.9% | +3.7% | -5.7% | -3.8% |
| 5Y | -43.2% | -18.9% | -24.3% | -42.1% |
| All | -22.5% | +47.2% | -69.7% | -27.9% |
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