+32.6%
UNP vs KEEL
+169.0%
-136.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.2% |
| 7D | -5.3% | +7.8% | -13.1% | -5.3% |
| 30D | -1.5% | -11.7% | +10.2% | -1.6% |
| 3M | +10.3% | -41.5% | +51.7% | +10.2% |
| 6M | +9.7% | +54.9% | -45.2% | +9.0% |
| YTD | +27.1% | +47.7% | -20.6% | +26.6% |
| 1Y | +32.6% | +177.6% | -145.0% | +36.6% |
| All | +32.6% | +169.0% | -136.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling