+367.7%
UNP vs KWEB
+22.0%
+345.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -1.7% | -3.6% | +1.9% | -1.2% |
| 30D | -2.1% | -14.9% | +12.8% | +0.4% |
| 3M | +5.4% | -5.4% | +10.9% | +6.2% |
| 6M | +13.4% | -18.9% | +32.2% | +16.8% |
| YTD | +25.0% | -27.2% | +52.2% | +30.9% |
| 1Y | +34.6% | -34.2% | +68.8% | +43.1% |
| 3Y | +43.6% | +0.6% | +43.0% | +39.5% |
| 5Y | +51.7% | -43.5% | +95.2% | +58.9% |
| 10Y | +282.5% | -20.6% | +303.1% | +237.9% |
| All | +367.7% | +22.0% | +345.7% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling