+195.3%
KLAC vs UNP
+53.1%
+142.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +10.0% | +4.2% | +5.8% | +8.1% |
| 30D | -14.8% | +5.6% | -20.4% | -16.7% |
| 3M | -27.2% | +2.0% | -29.2% | -27.8% |
| 6M | -17.5% | +15.4% | -32.9% | -23.3% |
| YTD | +25.8% | +32.7% | -6.9% | +8.0% |
| 1Y | +31.8% | +39.4% | -7.6% | +9.7% |
| 3Y | +195.3% | +54.3% | +141.0% | +125.0% |
| All | +195.3% | +53.1% | +142.2% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling