+54.0%
UNP vs KNX
+37.6%
+16.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -1.8% | -5.6% | +3.8% | 0.0% |
| 30D | -2.7% | -4.4% | +1.7% | -1.4% |
| 3M | +6.5% | -17.3% | +23.8% | +12.8% |
| 6M | +14.4% | +22.6% | -8.3% | +5.6% |
| YTD | +24.8% | +31.1% | -6.3% | +12.1% |
| 1Y | +34.4% | +60.2% | -25.8% | +11.8% |
| 3Y | +43.6% | +35.8% | +7.8% | +24.0% |
| All | +54.0% | +37.6% | +16.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 5y: compounded portfolio wealth divided by compounded KNX 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…
5y analysis · Full analysis span regression · 6 months rolling