+63.8%
KO vs UNP
+43.0%
+20.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.2% | -1.8% | +2.1% | +0.6% |
| 30D | +1.8% | -2.7% | +4.5% | +2.3% |
| 3M | +7.7% | +6.5% | +1.2% | +6.1% |
| 6M | +15.3% | +14.4% | +0.9% | +11.9% |
| YTD | +28.0% | +24.8% | +3.2% | +22.2% |
| 1Y | +34.3% | +34.4% | -0.2% | +26.3% |
| 3Y | +63.8% | +43.6% | +20.2% | +47.7% |
| All | +63.8% | +43.0% | +20.8% | +47.7% |
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