+535.6%
KO vs UEC
+74.4%
+461.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | +1.9% | -1.2% | +0.6% |
| 3M | +8.3% | +8.9% | -0.6% | +7.8% |
| 6M | +14.0% | -14.5% | +28.5% | +13.9% |
| YTD | +26.9% | -0.7% | +27.6% | +25.8% |
| 1Y | +32.7% | -4.1% | +36.7% | +31.1% |
| 3Y | +63.9% | +148.9% | -85.0% | +53.4% |
| 5Y | +81.7% | +300.0% | -218.3% | +62.3% |
| 10Y | +183.0% | +994.3% | -811.3% | +128.8% |
| All | +535.6% | +74.4% | +461.1% | +373.2% |
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 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