+277.6%
UNP vs KR
+129.5%
+148.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.7% | +5.1% | -7.8% | -3.4% |
| 3M | +6.5% | -8.2% | +14.7% | +7.6% |
| 6M | +14.4% | -18.0% | +32.4% | +17.2% |
| YTD | +24.8% | -4.8% | +29.6% | +25.0% |
| 1Y | +34.4% | -11.0% | +45.4% | +35.8% |
| 3Y | +43.6% | +37.7% | +5.9% | +34.6% |
| 5Y | +53.2% | +52.8% | +0.4% | +40.6% |
| All | +277.6% | +129.5% | +148.1% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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