+2,247.0%
KLAC vs UNP
+286.3%
+1,960.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +10.0% | +4.2% | +5.8% | +7.2% |
| 30D | -14.8% | +5.6% | -20.4% | -17.9% |
| 3M | -27.2% | +2.0% | -29.2% | -28.4% |
| 6M | -17.5% | +15.4% | -32.9% | -25.9% |
| YTD | +25.8% | +32.7% | -6.9% | +2.1% |
| 1Y | +31.8% | +39.4% | -7.6% | +3.2% |
| 3Y | +195.3% | +54.3% | +141.0% | +111.3% |
| 5Y | +285.9% | +39.6% | +246.3% | +189.4% |
| All | +2,247.0% | +286.3% | +1,960.7% | +895.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling