+1,081.6%
UNP vs KDP
+1,132.0%
-50.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -5.3% | +1.3% | -6.6% | -5.8% |
| 30D | -1.5% | +6.0% | -7.5% | -3.9% |
| 3M | +10.3% | +9.2% | +1.1% | +6.1% |
| 6M | +9.7% | +14.7% | -5.0% | +3.4% |
| YTD | +27.1% | +19.2% | +7.9% | +17.8% |
| 1Y | +32.6% | +15.2% | +17.4% | +23.9% |
| 3Y | +40.0% | +6.0% | +34.0% | +33.0% |
| 5Y | +50.8% | +5.4% | +45.4% | +42.5% |
| 10Y | +278.6% | +171.9% | +106.8% | +128.9% |
| All | +1,081.6% | +1,132.0% | -50.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling