+294.5%
KEEL vs UEC
+1,074.2%
-779.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +5.6% |
| 7D | +2.9% | -9.4% | +12.3% | +6.6% |
| 30D | +0.8% | -8.0% | +8.9% | +3.6% |
| 3M | -35.3% | -1.7% | -33.6% | -34.8% |
| 6M | +59.4% | -26.1% | +85.5% | +75.0% |
| YTD | +51.9% | -10.5% | +62.4% | +56.7% |
| 1Y | +75.0% | -13.3% | +88.3% | +80.6% |
| 3Y | +224.5% | +116.4% | +108.2% | +129.9% |
| 5Y | -35.9% | +225.5% | -261.5% | -61.2% |
| All | +294.5% | +1,074.2% | -779.7% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling