+280.1%
KEEL vs UEC
+1,138.2%
-858.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.0% | -2.3% | -5.5% |
| 7D | +2.7% | -4.3% | +6.9% | +4.4% |
| 30D | +4.6% | -3.8% | +8.4% | +5.8% |
| 3M | -34.5% | +17.0% | -51.5% | -37.9% |
| 6M | +59.3% | -23.9% | +83.2% | +73.1% |
| YTD | +46.4% | -5.7% | +52.0% | +48.3% |
| 1Y | +96.6% | -12.5% | +109.1% | +101.7% |
| 3Y | +182.0% | +136.5% | +45.5% | +93.7% |
| 5Y | -38.2% | +243.3% | -281.5% | -63.3% |
| All | +280.1% | +1,138.2% | -858.1% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling