-6.5%
KMX vs UEC
+616.1%
-622.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +3.4% | -3.8% | +7.1% | +3.8% |
| 30D | +6.8% | -13.5% | +20.3% | +8.4% |
| 3M | -11.4% | -40.5% | +29.1% | -6.5% |
| 6M | +43.6% | -56.7% | +100.2% | +55.5% |
| YTD | +37.7% | -43.0% | +80.7% | +43.0% |
| 1Y | +53.0% | -42.5% | +95.5% | +58.0% |
| 3Y | -16.3% | +11.6% | -27.9% | -24.1% |
| 5Y | -64.2% | +21.8% | -86.0% | -70.0% |
| All | -6.5% | +616.1% | -622.6% | -43.2% |
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