+31.4%
KORU vs UNP
+453.3%
-421.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +24.3% | -0.7% | +25.0% | +25.4% |
| 30D | +37.3% | -1.1% | +38.5% | +39.8% |
| 3M | -32.8% | +7.9% | -40.7% | -39.7% |
| 6M | +36.9% | +14.6% | +22.3% | +8.4% |
| YTD | +162.6% | +26.6% | +136.0% | +84.2% |
| 1Y | +467.0% | +35.6% | +431.5% | +261.9% |
| 3Y | +522.4% | +45.5% | +476.9% | +255.3% |
| 5Y | +57.9% | +50.0% | +7.9% | -14.8% |
| 10Y | +70.8% | +271.8% | -201.1% | -59.5% |
| All | +31.4% | +453.3% | -421.9% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling