+152.7%
KGC vs UEC
+73.5%
+79.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | -1.3% | -6.9% | +5.7% | -0.1% |
| 30D | +20.3% | +7.6% | +12.6% | +18.8% |
| 3M | +8.1% | -18.4% | +26.5% | +11.2% |
| 6M | -8.8% | -23.3% | +14.5% | -5.9% |
| YTD | +10.1% | -1.2% | +11.3% | +9.0% |
| 1Y | +44.2% | +2.3% | +41.9% | +41.1% |
| 3Y | +533.0% | +162.3% | +370.8% | +419.2% |
| 5Y | +443.0% | +287.2% | +155.8% | +293.2% |
| 10Y | +678.6% | +1,009.6% | -331.1% | +315.5% |
| All | +152.7% | +73.5% | +79.2% | +7.1% |
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