+82.9%
KORU vs UEC
+885.8%
-802.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.2% | +14.1% | +11.1% |
| 7D | -1.7% | -9.4% | +7.7% | +2.3% |
| 30D | +13.5% | -8.0% | +21.5% | +17.1% |
| 3M | -45.2% | -1.7% | -43.5% | -43.2% |
| 6M | +17.1% | -26.1% | +43.3% | +41.2% |
| YTD | +154.1% | -10.5% | +164.7% | +191.5% |
| 1Y | +375.7% | -13.3% | +389.0% | +434.9% |
| 3Y | +474.0% | +116.4% | +357.7% | +330.9% |
| 5Y | +60.4% | +225.5% | -165.1% | -8.9% |
| All | +82.9% | +885.8% | -802.9% | -43.5% |
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 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