+6.5%
KMX vs UEC
+939.6%
-933.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.0% |
| 7D | -3.4% | -4.3% | +0.9% | -2.9% |
| 30D | +4.0% | -3.8% | +7.9% | +4.2% |
| 3M | +24.8% | +17.0% | +7.8% | +22.0% |
| 6M | +43.6% | -23.9% | +67.5% | +45.7% |
| YTD | +56.6% | -5.7% | +62.3% | +54.1% |
| 1Y | +2.2% | -12.5% | +14.8% | +0.5% |
| 3Y | -25.4% | +136.5% | -161.9% | -38.3% |
| 5Y | -55.0% | +243.3% | -298.3% | -66.5% |
| All | +6.5% | +939.6% | -933.1% | -40.8% |
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