+105.3%
KEY vs UEC
+696.7%
-591.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.6% |
| 7D | +0.5% | -5.2% | +5.7% | +1.1% |
| 30D | +6.9% | -22.0% | +28.8% | +10.5% |
| 3M | -5.0% | -37.0% | +32.0% | +0.9% |
| 6M | +0.7% | -52.7% | +53.4% | +10.2% |
| YTD | +6.5% | -38.6% | +45.1% | +9.9% |
| 1Y | +22.6% | -44.6% | +67.2% | +27.9% |
| 3Y | +125.3% | +27.1% | +98.2% | +89.9% |
| 5Y | +13.9% | +37.9% | -24.0% | -13.9% |
| 10Y | +105.3% | +631.6% | -526.3% | -9.6% |
| All | +105.3% | +696.7% | -591.3% | -9.6% |
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