+1,083.8%
UNP vs KDP
+1,294.8%
-210.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -4.6% | +2.2% | -6.8% | -5.5% |
| 30D | +5.6% | +19.9% | -14.3% | -1.7% |
| 3M | -1.3% | +21.5% | -22.8% | -8.9% |
| 6M | +9.2% | +30.1% | -20.9% | -2.1% |
| YTD | +27.3% | +34.9% | -7.6% | +12.2% |
| 1Y | +35.9% | +43.4% | -7.5% | +16.8% |
| 3Y | +45.5% | +29.1% | +16.4% | +27.8% |
| 5Y | +36.0% | +15.0% | +21.0% | +24.2% |
| 10Y | +307.2% | +234.1% | +73.1% | +125.3% |
| All | +1,083.8% | +1,294.8% | -210.9% | +219.8% |
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