+93.0%
KEY vs UEC
+631.2%
-538.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.4% |
| 7D | +1.8% | +4.9% | -3.2% | +0.9% |
| 30D | +7.1% | -17.5% | +24.6% | +9.8% |
| 3M | -5.9% | -40.1% | +34.2% | +0.7% |
| 6M | +2.2% | -56.1% | +58.3% | +13.3% |
| YTD | +6.4% | -41.8% | +48.2% | +10.7% |
| 1Y | +24.8% | -44.8% | +69.6% | +30.1% |
| 3Y | +125.2% | +20.6% | +104.7% | +91.2% |
| 5Y | +13.0% | +24.3% | -11.4% | -13.2% |
| All | +93.0% | +631.2% | -538.2% | -16.7% |
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 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