+3,306.9%
UNP vs KMX
+475.4%
+2,831.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.7% |
| 30D | -1.5% | +11.7% | -13.2% | -3.4% |
| 3M | +10.3% | +34.9% | -24.6% | +4.2% |
| 6M | +9.7% | +50.3% | -40.6% | +1.1% |
| YTD | +27.1% | +63.8% | -36.7% | +15.0% |
| 1Y | +32.6% | +3.8% | +28.7% | +28.0% |
| 3Y | +40.0% | -24.3% | +64.3% | +40.5% |
| 5Y | +50.8% | -50.2% | +101.1% | +57.9% |
| 10Y | +278.6% | +5.4% | +273.2% | +241.5% |
| All | +3,306.9% | +475.4% | +2,831.5% | +2,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling