+12.4%
KEY vs UEC
+73.5%
-61.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.2% | -6.9% | +9.1% | +3.1% |
| 30D | -3.0% | +7.6% | -10.7% | -4.2% |
| 3M | +3.3% | -18.4% | +21.7% | +4.8% |
| 6M | +9.2% | -23.3% | +32.5% | +10.6% |
| YTD | +10.6% | -1.2% | +11.8% | +7.9% |
| 1Y | +20.4% | +2.3% | +18.1% | +15.3% |
| 3Y | +121.8% | +162.3% | -40.4% | +80.6% |
| 5Y | +41.1% | +287.2% | -246.1% | +2.3% |
| 10Y | +168.5% | +1,009.6% | -841.1% | +51.6% |
| All | +12.4% | +73.5% | -61.1% | -49.5% |
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 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