+4.6%
UDR vs KIM
+45.1%
-40.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -3.3% | -1.0% | -2.3% | -2.7% |
| 30D | -5.6% | -1.1% | -4.6% | -5.0% |
| 3M | -9.4% | -5.3% | -4.1% | -6.4% |
| 6M | -3.0% | +3.9% | -6.9% | -5.4% |
| YTD | -0.4% | +20.3% | -20.7% | -11.5% |
| 1Y | -5.1% | +10.4% | -15.6% | -11.2% |
| All | +4.6% | +45.1% | -40.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling