+56.9%
KORU vs UNP
+52.3%
+4.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.4% |
| 7D | -1.7% | -1.8% | +0.1% | -0.3% |
| 30D | +13.5% | -2.7% | +16.3% | +16.4% |
| 3M | -45.2% | +6.5% | -51.7% | -48.9% |
| 6M | +17.1% | +14.4% | +2.8% | -1.9% |
| YTD | +154.1% | +24.8% | +129.3% | +95.9% |
| 1Y | +375.7% | +34.4% | +341.3% | +237.5% |
| 3Y | +474.0% | +43.6% | +430.4% | +272.1% |
| All | +56.9% | +52.3% | +4.7% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling