+277.6%
UNP vs KWEB
-19.7%
+297.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -1.8% | -5.6% | +3.8% | -1.0% |
| 30D | -2.7% | -10.7% | +7.9% | -1.2% |
| 3M | +6.5% | -7.4% | +13.9% | +7.5% |
| 6M | +14.4% | -19.3% | +33.7% | +17.6% |
| YTD | +24.8% | -27.8% | +52.6% | +30.3% |
| 1Y | +34.4% | -35.9% | +70.4% | +42.6% |
| 3Y | +43.6% | -1.9% | +45.5% | +40.4% |
| 5Y | +53.2% | -43.2% | +96.4% | +61.8% |
| All | +277.6% | -19.7% | +297.3% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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