+279.5%
UNP vs KMX
+10.2%
+269.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | -3.4% | +2.2% | -0.4% |
| 30D | -2.0% | +4.0% | -6.0% | -3.0% |
| 3M | +7.5% | +24.8% | -17.3% | +1.1% |
| 6M | +15.3% | +43.6% | -28.3% | +3.6% |
| YTD | +25.4% | +56.6% | -31.2% | +9.4% |
| 1Y | +35.6% | +2.2% | +33.4% | +29.9% |
| 3Y | +44.1% | -25.4% | +69.6% | +46.5% |
| 5Y | +54.0% | -55.0% | +109.0% | +74.1% |
| All | +279.5% | +10.2% | +269.3% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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