+271.8%
UNP vs KMB
+15.9%
+256.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | -1.1% | -5.0% | +3.9% | +0.5% |
| 3M | +7.9% | +6.6% | +1.3% | +5.3% |
| 6M | +14.6% | +1.0% | +13.7% | +13.8% |
| YTD | +26.6% | +6.0% | +20.6% | +23.5% |
| 1Y | +35.6% | -16.6% | +52.2% | +42.3% |
| 3Y | +45.5% | -8.6% | +54.1% | +46.4% |
| 5Y | +50.0% | -10.9% | +60.8% | +51.1% |
| 10Y | +271.8% | +16.8% | +255.0% | +254.0% |
| All | +271.8% | +15.9% | +256.0% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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