+6,461.1%
UNP vs KNX
+4,983.8%
+1,477.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -1.8% | -5.6% | +3.8% | -0.3% |
| 30D | -2.7% | -4.4% | +1.7% | -1.7% |
| 3M | +6.5% | -17.3% | +23.8% | +11.6% |
| 6M | +14.4% | +22.6% | -8.3% | +7.4% |
| YTD | +24.8% | +31.1% | -6.3% | +14.8% |
| 1Y | +34.4% | +60.2% | -25.8% | +16.5% |
| 3Y | +43.6% | +35.8% | +7.8% | +28.1% |
| 5Y | +53.2% | +38.9% | +14.3% | +34.0% |
| 10Y | +282.1% | +166.5% | +115.6% | +173.0% |
| All | +6,461.1% | +4,983.8% | +1,477.3% | +3,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling