+31.4%
KORU vs UEC
+497.5%
-466.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.5% | +0.5% |
| 7D | +24.3% | +2.6% | +21.7% | +23.2% |
| 30D | +37.3% | +5.6% | +31.7% | +34.4% |
| 3M | -32.8% | -5.7% | -27.1% | -29.6% |
| 6M | +36.9% | -8.0% | +45.0% | +50.1% |
| YTD | +162.6% | +1.8% | +160.8% | +184.0% |
| 1Y | +467.0% | +0.6% | +466.4% | +499.6% |
| 3Y | +522.4% | +155.2% | +367.2% | +361.3% |
| 5Y | +57.9% | +305.8% | -247.9% | -8.9% |
| 10Y | +70.8% | +943.0% | -872.2% | -40.3% |
| All | +31.4% | +497.5% | -466.1% | -52.9% |
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