+44.4%
UDR vs KIM
+32.5%
+11.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.5% | -1.7% | -1.7% | -2.6% |
| 30D | -5.3% | -3.0% | -2.3% | -3.9% |
| 3M | -9.5% | -8.9% | -0.7% | -5.2% |
| 6M | -0.7% | +2.4% | -3.0% | -1.9% |
| YTD | -1.2% | +18.3% | -19.5% | -9.4% |
| 1Y | -5.7% | +8.2% | -13.9% | -9.6% |
| 3Y | +3.7% | +44.0% | -40.3% | -14.2% |
| 5Y | -18.9% | +37.3% | -56.3% | -31.9% |
| All | +44.4% | +32.5% | +11.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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