+113.7%
KLAC vs UNP
+32.8%
+80.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +5.7% | -5.3% | +11.1% | +6.9% |
| 30D | -3.6% | -1.5% | -2.1% | -3.3% |
| 3M | -12.8% | +10.3% | -23.1% | -14.3% |
| 6M | +26.1% | +9.7% | +16.4% | +23.3% |
| YTD | +53.3% | +27.1% | +26.2% | +45.7% |
| 1Y | +113.7% | +32.6% | +81.1% | +112.9% |
| All | +113.7% | +32.8% | +80.9% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling