+42.6%
UNP vs KEY
+29.6%
+13.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +3.6% | +1.7% | +2.0% | +3.1% |
| 30D | +11.4% | +6.8% | +4.6% | +9.2% |
| 3M | +4.6% | -5.8% | +10.4% | +6.6% |
| 6M | +18.3% | +1.4% | +16.8% | +17.4% |
| YTD | +35.4% | +7.5% | +27.9% | +30.2% |
| 1Y | +42.6% | +29.6% | +13.0% | +27.1% |
| All | +42.6% | +29.6% | +13.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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