+381.8%
KNX vs UEC
+74.4%
+307.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.5% | +1.9% | -1.5% | +0.2% |
| 3M | -14.1% | +8.9% | -23.1% | -15.1% |
| 6M | +19.8% | -14.5% | +34.2% | +19.8% |
| YTD | +32.7% | -0.7% | +33.4% | +30.7% |
| 1Y | +62.3% | -4.1% | +66.4% | +58.9% |
| 3Y | +36.8% | +148.9% | -112.1% | +20.4% |
| 5Y | +41.8% | +300.0% | -258.2% | +14.6% |
| 10Y | +169.7% | +994.3% | -824.7% | +81.4% |
| All | +381.8% | +74.4% | +307.3% | +178.5% |
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