-52.4%
KHC vs UEC
+696.7%
-749.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.5% |
| 7D | -1.1% | -5.2% | +4.0% | -1.0% |
| 30D | +8.8% | -22.0% | +30.8% | +9.9% |
| 3M | -1.2% | -37.0% | +35.8% | +0.5% |
| 6M | +4.6% | -52.7% | +57.4% | +7.5% |
| YTD | +5.1% | -38.6% | +43.7% | +5.8% |
| 1Y | +6.2% | -44.6% | +50.8% | +7.2% |
| 3Y | -12.9% | +27.1% | -40.0% | -18.9% |
| 5Y | -16.8% | +37.9% | -54.7% | -26.3% |
| 10Y | -52.4% | +631.6% | -684.1% | -70.8% |
| All | -52.4% | +696.7% | -749.1% | -70.8% |
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