-49.9%
KHC vs UEC
+616.1%
-666.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +2.7% |
| 7D | +2.0% | -3.8% | +5.8% | +2.2% |
| 30D | +10.6% | -13.5% | +24.1% | +11.1% |
| 3M | +0.5% | -40.5% | +41.0% | +2.5% |
| 6M | +12.1% | -56.7% | +68.7% | +15.6% |
| YTD | +8.9% | -43.0% | +51.9% | +9.9% |
| 1Y | +7.5% | -42.5% | +50.0% | +8.2% |
| 3Y | -10.7% | +11.6% | -22.3% | -16.2% |
| 5Y | -13.2% | +21.8% | -34.9% | -22.5% |
| All | -49.9% | +616.1% | -666.0% | -69.2% |
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