+25.4%
KEY vs UEC
-42.6%
+68.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +6.7% | -18.1% | +24.8% | +8.0% |
| 3M | -4.6% | -36.9% | +32.3% | -1.9% |
| 6M | +2.6% | -56.1% | +58.7% | +8.3% |
| YTD | +7.0% | -38.1% | +45.1% | +8.4% |
| All | +25.4% | -42.6% | +68.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling