-44.5%
KHC vs UEC
+427.7%
-472.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +8.1% | -18.1% | +26.2% | +8.9% |
| 3M | 0.0% | -36.9% | +36.9% | +1.9% |
| 6M | +7.9% | -56.1% | +64.0% | +11.4% |
| YTD | +5.3% | -38.1% | +43.4% | +5.9% |
| 1Y | +5.1% | -41.7% | +46.8% | +5.9% |
| 3Y | -12.8% | +28.2% | -41.0% | -18.7% |
| 5Y | -16.2% | +31.7% | -47.9% | -25.3% |
| 10Y | -52.3% | +685.9% | -738.1% | -69.4% |
| All | -44.5% | +427.7% | -472.2% | -64.5% |
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