+43.4%
UNP vs KEY
+122.6%
-79.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | +2.2% | -7.6% | -6.0% |
| 30D | -1.5% | -3.0% | +1.5% | -0.7% |
| 3M | +10.3% | +3.3% | +6.9% | +9.0% |
| 6M | +9.7% | +9.2% | +0.5% | +6.5% |
| YTD | +27.1% | +10.6% | +16.4% | +22.7% |
| 1Y | +32.6% | +20.4% | +12.2% | +24.5% |
| All | +43.4% | +122.6% | -79.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling