+154.3%
KMI vs UEC
+616.1%
-461.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +6.5% | -3.8% | +10.3% | +6.9% |
| 30D | -3.4% | -13.5% | +10.1% | -2.1% |
| 3M | +0.4% | -40.5% | +40.9% | +5.9% |
| 6M | -0.9% | -56.7% | +55.7% | +7.3% |
| YTD | +20.5% | -43.0% | +63.5% | +24.0% |
| 1Y | +23.2% | -42.5% | +65.7% | +26.0% |
| 3Y | +121.6% | +11.6% | +110.1% | +95.5% |
| 5Y | +149.1% | +21.8% | +127.3% | +101.3% |
| All | +154.3% | +616.1% | -461.8% | +26.0% |
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 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