+298.3%
UNP vs KEY
+120.9%
+177.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.1% |
| 30D | +5.6% | +5.1% | +0.5% | +3.8% |
| 3M | -1.3% | -7.1% | +5.8% | +1.1% |
| 6M | +9.2% | -4.4% | +13.6% | +10.6% |
| YTD | +27.3% | +4.0% | +23.3% | +24.9% |
| 1Y | +35.9% | +23.4% | +12.5% | +25.3% |
| 3Y | +45.5% | +113.9% | -68.4% | +6.9% |
| 5Y | +36.0% | +12.3% | +23.7% | +20.4% |
| All | +298.3% | +120.9% | +177.4% | +133.1% |
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 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