+117.2%
KMI vs UEC
+8.6%
+108.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 6M | -0.9% | -56.7% | +55.7% | +6.8% |
| YTD | +20.5% | -43.0% | +63.5% | +23.9% |
| 1Y | +23.2% | -42.5% | +65.7% | +26.1% |
| 3Y | +121.6% | +11.6% | +110.1% | +98.6% |
| 5Y | +149.1% | +21.8% | +127.3% | +106.8% |
| 10Y | +158.3% | +623.9% | -465.7% | +47.3% |
| All | +117.2% | +8.6% | +108.6% | +25.3% |
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