+50.0%
UNP vs KIM
+37.7%
+12.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -1.1% | -1.7% | +0.6% | -0.4% |
| 3M | +7.9% | -0.8% | +8.7% | +8.0% |
| 6M | +14.6% | +4.4% | +10.2% | +12.3% |
| YTD | +26.6% | +21.2% | +5.3% | +16.1% |
| 1Y | +35.6% | +10.5% | +25.0% | +29.2% |
| 3Y | +45.5% | +47.5% | -2.0% | +21.7% |
| 5Y | +50.0% | +37.1% | +12.9% | +27.4% |
| All | +50.0% | +37.7% | +12.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling