+17.9%
UNP vs KRMN
+17.4%
+0.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.3% | +10.0% | -1.0% |
| 7D | -1.7% | -12.9% | +11.1% | -1.4% |
| 30D | -2.1% | -43.3% | +41.2% | -1.0% |
| 3M | +5.4% | -27.2% | +32.6% | +5.9% |
| 6M | +13.4% | -66.8% | +80.2% | +15.9% |
| YTD | +25.0% | -51.9% | +76.8% | +25.0% |
| 1Y | +34.6% | -43.7% | +78.2% | +32.9% |
| All | +17.9% | +17.4% | +0.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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