+26.8%
KDP vs UEC
+18.1%
+8.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.5% |
| 7D | -0.8% | -3.8% | +3.0% | -0.9% |
| 30D | +9.7% | -13.5% | +23.2% | +9.2% |
| 3M | +17.6% | -40.5% | +58.1% | +15.6% |
| 6M | +25.8% | -56.7% | +82.4% | +22.7% |
| YTD | +33.9% | -43.0% | +76.9% | +32.3% |
| 1Y | +38.9% | -42.5% | +81.4% | +37.5% |
| 3Y | +26.8% | +11.6% | +15.2% | +28.4% |
| All | +26.8% | +18.1% | +8.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling