-17.9%
UDR vs KIM
+38.4%
-56.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -2.1% | -0.3% | -1.7% | -1.9% |
| 30D | -5.6% | -1.7% | -3.9% | -4.6% |
| 3M | -5.8% | -0.8% | -5.0% | -5.4% |
| 6M | -1.1% | +4.4% | -5.5% | -3.9% |
| YTD | +1.6% | +21.2% | -19.6% | -10.1% |
| 1Y | -2.7% | +10.5% | -13.2% | -8.9% |
| 3Y | +6.3% | +47.5% | -41.2% | -17.5% |
| All | -17.9% | +38.4% | -56.3% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling