+284.1%
UNP vs KEY
+109.2%
+174.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +8.0% | +6.9% | +1.1% | +5.5% |
| 3M | +3.3% | -5.0% | +8.4% | +5.1% |
| 6M | +14.7% | +0.7% | +14.0% | +14.0% |
| YTD | +31.9% | +6.5% | +25.5% | +28.3% |
| 1Y | +37.1% | +22.6% | +14.5% | +26.7% |
| 3Y | +51.9% | +125.3% | -73.5% | +9.6% |
| 5Y | +39.3% | +13.9% | +25.4% | +22.9% |
| 10Y | +284.1% | +105.3% | +178.8% | +138.6% |
| All | +284.1% | +109.2% | +174.9% | +138.6% |
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