+293.8%
UNP vs KEY
+121.9%
+171.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | +6.7% | +7.2% | -0.5% | +4.1% |
| 3M | +1.8% | -4.9% | +6.7% | +3.4% |
| 6M | +13.3% | +1.1% | +12.3% | +12.5% |
| YTD | +30.3% | +6.8% | +23.5% | +26.6% |
| 1Y | +36.9% | +23.3% | +13.6% | +26.3% |
| 3Y | +50.9% | +126.1% | -75.1% | +8.8% |
| 5Y | +37.9% | +15.2% | +22.7% | +21.1% |
| 10Y | +293.8% | +113.6% | +180.2% | +135.3% |
| All | +293.8% | +121.9% | +171.9% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling