+129.5%
KMI vs UEC
+885.8%
-756.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.3% |
| 7D | -1.7% | -9.4% | +7.7% | -0.6% |
| 30D | -2.7% | -8.0% | +5.3% | -2.1% |
| 3M | -0.7% | -1.7% | +1.0% | -1.3% |
| 6M | -5.0% | -26.1% | +21.2% | -3.6% |
| YTD | +15.5% | -10.5% | +26.0% | +13.1% |
| 1Y | +16.4% | -13.3% | +29.7% | +13.0% |
| 3Y | +114.2% | +116.4% | -2.2% | +73.6% |
| 5Y | +153.3% | +225.5% | -72.3% | +77.9% |
| All | +129.5% | +885.8% | -756.3% | +5.4% |
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