+3,457.7%
UNP vs KMX
+383.8%
+3,073.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +4.2% | +3.4% | +0.9% | +3.6% |
| 30D | +5.6% | +6.8% | -1.2% | +4.3% |
| 3M | +2.0% | -11.4% | +13.4% | +3.9% |
| 6M | +15.4% | +43.6% | -28.2% | +7.5% |
| YTD | +32.7% | +37.7% | -5.0% | +23.4% |
| 1Y | +39.4% | +53.0% | -13.5% | +27.1% |
| 3Y | +54.3% | -16.3% | +70.6% | +52.3% |
| 5Y | +39.6% | -64.2% | +103.9% | +54.7% |
| 10Y | +288.9% | -2.8% | +291.7% | +255.7% |
| All | +3,457.7% | +383.8% | +3,073.9% | +2,444.3% |
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