+216.2%
KMB vs UEC
+73.5%
+142.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | -6.9% | +3.9% | -2.9% |
| 30D | -5.5% | +7.6% | -13.1% | -5.7% |
| 3M | +14.0% | -18.4% | +32.4% | +14.3% |
| 6M | +4.1% | -23.3% | +27.4% | +4.3% |
| YTD | +8.0% | -1.2% | +9.2% | +7.5% |
| 1Y | -13.7% | +2.3% | -16.0% | -14.5% |
| 3Y | -5.9% | +162.3% | -168.2% | -9.9% |
| 5Y | -8.6% | +287.2% | -295.9% | -15.1% |
| 10Y | +17.3% | +1,009.6% | -992.3% | +0.8% |
| All | +216.2% | +73.5% | +142.7% | +166.0% |
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