+63.2%
KKR vs UEC
+122.3%
-59.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.9% |
| 7D | -6.2% | -9.4% | +3.3% | -4.9% |
| 30D | -8.9% | -8.0% | -0.8% | -8.1% |
| 3M | +6.3% | -1.7% | +8.0% | +5.9% |
| 6M | +16.5% | -26.1% | +42.6% | +19.0% |
| YTD | -20.3% | -10.5% | -9.7% | -21.6% |
| 1Y | -29.8% | -13.3% | -16.5% | -32.0% |
| 3Y | +63.2% | +116.4% | -53.2% | +22.9% |
| All | +63.2% | +122.3% | -59.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling