+35.6%
UNP vs KDP
+14.9%
+20.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -4.6% | +2.2% | -6.8% | -5.3% |
| 30D | +5.6% | +19.9% | -14.3% | -0.2% |
| 3M | -1.3% | +21.5% | -22.8% | -7.4% |
| 6M | +9.2% | +30.1% | -20.9% | +0.1% |
| YTD | +27.3% | +34.9% | -7.6% | +14.9% |
| 1Y | +35.9% | +43.4% | -7.5% | +20.3% |
| 3Y | +45.5% | +29.1% | +16.4% | +30.7% |
| All | +35.6% | +14.9% | +20.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling