+710.2%
KGC vs UEC
+908.7%
-198.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +10.5% | +1.9% | +8.5% | +9.9% |
| 3M | +19.8% | +8.9% | +10.9% | +17.6% |
| 6M | -6.7% | -14.5% | +7.8% | -5.1% |
| YTD | +7.8% | -0.7% | +8.5% | +6.6% |
| 1Y | +35.7% | -4.1% | +39.7% | +33.9% |
| 3Y | +553.7% | +148.9% | +404.8% | +435.3% |
| 5Y | +461.7% | +300.0% | +161.7% | +305.5% |
| 10Y | +710.2% | +994.3% | -284.2% | +419.6% |
| All | +710.2% | +908.7% | -198.5% | +419.6% |
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