+224.5%
KEEL vs UEC
+122.3%
+102.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +6.1% |
| 7D | +2.9% | -9.4% | +12.3% | +7.5% |
| 30D | +0.8% | -8.0% | +8.9% | +4.2% |
| 3M | -35.3% | -1.7% | -33.6% | -34.9% |
| 6M | +59.4% | -26.1% | +85.5% | +77.2% |
| YTD | +51.9% | -10.5% | +62.4% | +57.5% |
| 1Y | +75.0% | -13.3% | +88.3% | +82.5% |
| 3Y | +224.5% | +116.4% | +108.2% | +144.1% |
| All | +224.5% | +122.3% | +102.2% | +144.1% |
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