+37.7%
KR vs UEC
+122.3%
-84.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.9% | +2.6% |
| 7D | -0.2% | -9.4% | +9.3% | -0.4% |
| 30D | +5.1% | -8.0% | +13.1% | +4.8% |
| 3M | -8.2% | -1.7% | -6.5% | -8.1% |
| 6M | -18.0% | -26.1% | +8.2% | -18.1% |
| YTD | -4.8% | -10.5% | +5.8% | -5.1% |
| 1Y | -11.0% | -13.3% | +2.2% | -11.3% |
| 3Y | +37.7% | +116.4% | -78.7% | +33.1% |
| All | +37.7% | +122.3% | -84.7% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling