-42.1%
KWEB vs UEC
+198.6%
-240.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +1.4% |
| 7D | -5.6% | -9.4% | +3.9% | -4.3% |
| 30D | -10.7% | -8.0% | -2.7% | -10.0% |
| 3M | -7.4% | -1.7% | -5.7% | -7.9% |
| 6M | -19.3% | -26.1% | +6.8% | -17.4% |
| YTD | -27.8% | -10.5% | -17.2% | -28.5% |
| 1Y | -35.9% | -13.3% | -22.7% | -37.4% |
| 3Y | -1.9% | +116.4% | -118.3% | -22.2% |
| All | -42.1% | +198.6% | -240.6% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling