+284.1%
UNP vs KMB
+38.4%
+245.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | -0.9% | +6.0% | -7.0% | -2.8% |
| 30D | +8.0% | +13.5% | -5.5% | +3.6% |
| 3M | +3.3% | +3.8% | -0.4% | +1.9% |
| 6M | +14.7% | +15.6% | -0.9% | +8.9% |
| YTD | +31.9% | +14.0% | +17.9% | +25.5% |
| 1Y | +37.1% | +12.9% | +24.2% | +30.8% |
| 3Y | +51.9% | +3.7% | +48.1% | +46.3% |
| 5Y | +39.3% | -0.1% | +39.4% | +34.9% |
| 10Y | +284.1% | +41.1% | +243.0% | +243.2% |
| All | +284.1% | +38.4% | +245.7% | +243.2% |
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