+1,071.7%
KEYS vs UEC
+883.1%
+188.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -1.3% | +1.9% | -3.2% | -1.8% |
| 3M | -0.1% | +8.9% | -9.0% | -1.7% |
| 6M | +17.4% | -14.5% | +31.8% | +17.9% |
| YTD | +62.9% | -0.7% | +63.6% | +60.3% |
| 1Y | +95.7% | -4.1% | +99.8% | +91.4% |
| 3Y | +150.2% | +148.9% | +1.3% | +111.2% |
| 5Y | +83.1% | +300.0% | -216.9% | +38.7% |
| 10Y | +1,020.9% | +994.3% | +26.6% | +568.8% |
| All | +1,071.7% | +883.1% | +188.7% | +596.1% |
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