+117.9%
KEY vs UEC
+704.7%
-586.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.6% |
| 7D | -1.3% | -10.2% | +9.0% | +0.2% |
| 30D | +5.1% | -26.9% | +32.1% | +9.9% |
| 3M | -7.1% | -35.7% | +28.6% | -1.6% |
| 6M | -4.4% | -56.1% | +51.7% | +6.0% |
| YTD | +4.0% | -40.8% | +44.8% | +8.1% |
| 1Y | +23.4% | -43.4% | +66.8% | +28.3% |
| 3Y | +113.9% | +25.4% | +88.5% | +80.6% |
| 5Y | +12.3% | +51.1% | -38.8% | -16.8% |
| All | +117.9% | +704.7% | -586.8% | -6.6% |
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