+152.5%
KRE vs UNP
+1,825.5%
-1,673.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +2.3% | -0.7% | +3.1% | +2.8% |
| 30D | -2.5% | -1.1% | -1.4% | -1.9% |
| 3M | +6.2% | +7.9% | -1.6% | +0.4% |
| 6M | +15.8% | +14.6% | +1.2% | +4.2% |
| YTD | +16.0% | +26.6% | -10.6% | -2.8% |
| 1Y | +16.2% | +35.6% | -19.4% | -7.2% |
| 3Y | +86.4% | +45.5% | +40.9% | +41.5% |
| 5Y | +33.0% | +50.0% | -17.0% | -3.0% |
| 10Y | +123.0% | +271.8% | -148.8% | -11.8% |
| All | +152.5% | +1,825.5% | -1,673.0% | -65.8% |
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