+153.8%
KMX vs UEC
+73.5%
+80.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +1.9% | -6.9% | +8.8% | +2.6% |
| 30D | +11.7% | +7.6% | +4.0% | +10.6% |
| 3M | +34.9% | -18.4% | +53.3% | +36.7% |
| 6M | +50.3% | -23.3% | +73.5% | +52.0% |
| YTD | +63.8% | -1.2% | +65.0% | +60.9% |
| 1Y | +3.8% | +2.3% | +1.5% | +0.7% |
| 3Y | -24.3% | +162.3% | -186.5% | -35.9% |
| 5Y | -50.2% | +287.2% | -337.5% | -61.5% |
| 10Y | +5.4% | +1,009.6% | -1,004.2% | -34.3% |
| All | +153.8% | +73.5% | +80.2% | +40.9% |
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