+19.6%
KWEB vs UDR
+123.3%
-103.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -4.3% | -3.4% | -0.9% | -3.5% |
| 30D | -13.0% | -5.4% | -7.6% | -11.8% |
| 3M | -7.6% | -10.0% | +2.4% | -5.4% |
| 6M | -21.1% | -2.5% | -18.6% | -20.9% |
| YTD | -28.2% | -1.1% | -27.1% | -28.3% |
| 1Y | -34.9% | -3.9% | -31.0% | -34.6% |
| 3Y | -0.8% | +3.4% | -4.2% | -2.8% |
| 5Y | -43.6% | -18.9% | -24.7% | -42.2% |
| 10Y | -21.7% | +46.8% | -68.5% | -33.6% |
| All | +19.6% | +123.3% | -103.7% | -19.2% |
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 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