-43.1%
KHC vs UEC
+742.3%
-785.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.8% | -6.9% | +5.2% | -1.4% |
| 30D | -1.9% | +7.6% | -9.5% | -2.3% |
| 3M | +14.4% | -18.4% | +32.8% | +15.1% |
| 6M | +8.7% | -23.3% | +32.0% | +9.2% |
| YTD | +7.8% | -1.2% | +9.0% | +6.4% |
| 1Y | -1.5% | +2.3% | -3.8% | -3.6% |
| 3Y | -9.9% | +162.3% | -172.1% | -19.3% |
| 5Y | -10.7% | +287.2% | -298.0% | -26.6% |
| 10Y | -55.7% | +1,009.6% | -1,065.3% | -71.9% |
| All | -43.1% | +742.3% | -785.5% | -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