+2,838.9%
KLAC vs UNP
+287.3%
+2,551.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | +2.5% | -1.2% | +3.6% | +3.2% |
| 30D | -11.5% | -2.0% | -9.5% | -10.4% |
| 3M | -16.9% | +7.5% | -24.5% | -21.0% |
| 6M | +22.2% | +15.3% | +6.9% | +9.8% |
| YTD | +46.4% | +25.4% | +20.9% | +24.0% |
| 1Y | +91.0% | +35.6% | +55.4% | +53.0% |
| 3Y | +264.6% | +44.1% | +220.4% | +174.8% |
| 5Y | +430.6% | +54.0% | +376.6% | +271.1% |
| All | +2,838.9% | +287.3% | +2,551.6% | +1,211.0% |
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