+100.9%
UNP vs KEEL
+309.9%
-209.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.3% |
| 7D | -1.7% | +19.3% | -21.0% | -2.1% |
| 30D | -2.1% | +9.1% | -11.2% | -2.4% |
| 3M | +5.4% | -31.5% | +37.0% | +5.9% |
| 6M | +13.4% | +75.8% | -62.4% | +11.2% |
| YTD | +25.0% | +57.9% | -32.9% | +22.6% |
| 1Y | +34.6% | +133.3% | -98.8% | +29.9% |
| 3Y | +43.6% | +204.1% | -160.5% | +35.2% |
| 5Y | +51.7% | -37.5% | +89.3% | +43.1% |
| All | +100.9% | +309.9% | -209.0% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling