+8,094.3%
UNP vs KIM
+3,329.3%
+4,765.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +7.3% | +14.8% | -7.5% | +2.6% |
| 3M | +3.6% | +8.1% | -4.5% | +1.0% |
| 6M | +15.8% | +11.7% | +4.2% | +11.6% |
| YTD | +32.6% | +30.7% | +1.8% | +21.4% |
| 1Y | +37.2% | +29.7% | +7.5% | +26.0% |
| 3Y | +52.6% | +65.1% | -12.5% | +29.0% |
| 5Y | +40.6% | +34.7% | +5.9% | +25.1% |
| 10Y | +288.4% | +64.1% | +224.3% | +196.2% |
| All | +8,094.3% | +3,329.3% | +4,765.0% | +2,397.2% |
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