+1,018.0%
KEYS vs UEC
+885.8%
+132.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +4.7% |
| 7D | +3.5% | -9.4% | +12.9% | +4.8% |
| 30D | -4.5% | -8.0% | +3.5% | -3.7% |
| 3M | -0.4% | -1.7% | +1.3% | -0.7% |
| 6M | +19.1% | -26.1% | +45.3% | +22.0% |
| YTD | +66.7% | -10.5% | +77.2% | +65.8% |
| 1Y | +96.5% | -13.3% | +109.7% | +94.0% |
| 3Y | +155.2% | +116.4% | +38.8% | +114.3% |
| 5Y | +88.0% | +225.5% | -137.6% | +40.1% |
| All | +1,018.0% | +885.8% | +132.1% | +520.4% |
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