+453.8%
KR vs UEC
+74.4%
+379.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +0.6% | +1.9% | -1.3% | +0.5% |
| 3M | -9.8% | +8.9% | -18.7% | -10.2% |
| 6M | -22.1% | -14.5% | -7.7% | -22.2% |
| YTD | -8.1% | -0.7% | -7.4% | -8.8% |
| 1Y | -14.7% | -4.1% | -10.6% | -15.5% |
| 3Y | +28.6% | +148.9% | -120.4% | +21.7% |
| 5Y | +36.4% | +300.0% | -263.6% | +24.5% |
| 10Y | +120.8% | +994.3% | -873.6% | +86.2% |
| All | +453.8% | +74.4% | +379.4% | +336.2% |
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