+42.6%
UNP vs KEYS
+55.9%
-13.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +1.9% |
| 7D | +3.6% | -14.8% | +18.4% | +4.2% |
| 30D | +11.4% | -25.6% | +36.9% | +12.8% |
| 3M | +4.6% | -16.2% | +20.8% | +5.0% |
| 6M | +18.3% | -18.6% | +36.9% | +18.9% |
| YTD | +35.4% | +40.7% | -5.3% | +28.9% |
| 1Y | +42.6% | +59.6% | -17.0% | +33.5% |
| All | +42.6% | +55.9% | -13.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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