+75.8%
KGC vs UEC
+8.7%
+67.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.2% | +0.6% | -0.3% | 0.0% |
| 30D | -8.8% | -18.1% | +9.3% | -6.0% |
| 3M | -21.1% | -36.9% | +15.8% | -15.3% |
| 6M | -32.3% | -56.1% | +23.8% | -23.5% |
| YTD | -23.5% | -38.1% | +14.6% | -18.4% |
| 1Y | -15.0% | -41.7% | +26.7% | -8.9% |
| 3Y | +327.5% | +28.2% | +299.3% | +292.2% |
| 5Y | +244.3% | +31.7% | +212.6% | +194.5% |
| 10Y | +634.8% | +685.9% | -51.1% | +314.6% |
| All | +75.8% | +8.7% | +67.1% | -19.9% |
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