+113.4%
KMX vs UEC
+0.2%
+113.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +3.4% | -3.8% | +7.1% | +3.7% |
| 30D | +6.8% | -13.5% | +20.3% | +8.2% |
| 3M | -11.4% | -40.5% | +29.1% | -7.2% |
| 6M | +43.6% | -56.7% | +100.2% | +54.0% |
| YTD | +37.7% | -43.0% | +80.7% | +42.4% |
| 1Y | +53.0% | -42.5% | +95.5% | +57.5% |
| 3Y | -16.3% | +11.6% | -27.9% | -22.7% |
| 5Y | -64.2% | +21.8% | -86.0% | -68.9% |
| 10Y | -2.8% | +623.9% | -626.8% | -36.8% |
| All | +113.4% | +0.2% | +113.2% | +24.7% |
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