+2,896.3%
KLAC vs UEC
+885.8%
+2,010.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.1% | +2.9% |
| 7D | -2.7% | -9.4% | +6.8% | -0.9% |
| 30D | -13.2% | -8.0% | -5.1% | -12.2% |
| 3M | -25.0% | -1.7% | -23.3% | -25.1% |
| 6M | +23.6% | -26.1% | +49.7% | +28.2% |
| YTD | +49.2% | -10.5% | +59.7% | +48.6% |
| 1Y | +89.3% | -13.3% | +102.6% | +86.7% |
| 3Y | +274.4% | +116.4% | +158.0% | +193.3% |
| 5Y | +440.9% | +225.5% | +215.4% | +260.8% |
| All | +2,896.3% | +885.8% | +2,010.5% | +1,320.4% |
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 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