+7,955.9%
UNP vs KIM
+3,350.7%
+4,605.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | -3.3% | +2.8% | -6.1% | -4.1% |
| 30D | +6.7% | +16.3% | -9.6% | +1.6% |
| 3M | +1.8% | +6.6% | -4.9% | -0.3% |
| 6M | +13.3% | +12.3% | +1.0% | +9.0% |
| YTD | +30.3% | +31.6% | -1.2% | +19.1% |
| 1Y | +36.9% | +31.5% | +5.4% | +25.1% |
| 3Y | +50.9% | +68.0% | -17.1% | +26.8% |
| 5Y | +37.9% | +38.7% | -0.8% | +21.6% |
| 10Y | +293.8% | +65.7% | +228.1% | +199.4% |
| All | +7,955.9% | +3,350.7% | +4,605.2% | +2,350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling