-44.1%
KHC vs UEC
+456.2%
-500.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.1% | -10.9% | -1.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | +9.7% | -17.1% | +26.7% | +10.4% |
| 3M | -2.0% | -32.3% | +30.3% | -0.5% |
| 6M | +5.4% | -49.7% | +55.2% | +8.1% |
| YTD | +5.9% | -34.8% | +40.7% | +6.3% |
| 1Y | +7.5% | -37.5% | +45.0% | +7.9% |
| 3Y | -12.4% | +37.1% | -49.5% | -18.7% |
| 5Y | -15.8% | +44.3% | -60.2% | -25.4% |
| 10Y | -54.1% | +737.4% | -791.4% | -70.7% |
| All | -44.1% | +456.2% | -500.3% | -64.4% |
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