+21.3%
KWEB vs UEC
+402.2%
-380.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -2.0% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -14.9% | +1.9% | -16.8% | -15.4% |
| 3M | -5.4% | +8.9% | -14.3% | -7.2% |
| 6M | -18.9% | -14.5% | -4.4% | -18.7% |
| YTD | -27.2% | -0.7% | -26.5% | -28.8% |
| 1Y | -34.2% | -4.1% | -30.2% | -36.3% |
| 3Y | +0.6% | +148.9% | -148.3% | -18.0% |
| 5Y | -43.5% | +300.0% | -343.5% | -59.2% |
| 10Y | -20.6% | +994.3% | -1,014.9% | -55.3% |
| All | +21.3% | +402.2% | -380.9% | -30.8% |
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