+278.9%
UNP vs KIM
+63.6%
+215.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +5.6% | +14.1% | -8.5% | +1.1% |
| 3M | +2.0% | +6.0% | -4.0% | 0.0% |
| 6M | +15.4% | +13.2% | +2.2% | +10.6% |
| YTD | +32.7% | +30.4% | +2.3% | +21.5% |
| 1Y | +39.4% | +31.0% | +8.4% | +27.4% |
| 3Y | +54.3% | +67.6% | -13.3% | +29.7% |
| 5Y | +39.6% | +35.8% | +3.9% | +23.7% |
| All | +278.9% | +63.6% | +215.3% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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