+5.7%
KEY vs UEC
+4.1%
+1.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.3% |
| 7D | -1.3% | -10.2% | +9.0% | -0.1% |
| 30D | +5.1% | -26.9% | +32.1% | +8.9% |
| 3M | -7.1% | -35.7% | +28.6% | -2.8% |
| 6M | -4.4% | -56.1% | +51.7% | +3.7% |
| YTD | +4.0% | -40.8% | +44.8% | +7.4% |
| 1Y | +23.4% | -43.4% | +66.8% | +27.5% |
| 3Y | +113.9% | +25.4% | +88.5% | +90.4% |
| 5Y | +12.3% | +51.1% | -38.8% | -8.4% |
| 10Y | +125.5% | +695.4% | -569.9% | +32.8% |
| All | +5.7% | +4.1% | +1.6% | -49.7% |
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 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