+45.5%
UNP vs KDP
+28.7%
+16.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -4.6% | +2.2% | -6.8% | -5.2% |
| 30D | +5.6% | +19.9% | -14.3% | +0.7% |
| 3M | -1.3% | +21.5% | -22.8% | -6.4% |
| 6M | +9.2% | +30.1% | -20.9% | +1.6% |
| YTD | +27.3% | +34.9% | -7.6% | +16.9% |
| 1Y | +35.9% | +43.4% | -7.5% | +23.1% |
| 3Y | +45.5% | +29.1% | +16.4% | +32.1% |
| All | +45.5% | +28.7% | +16.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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