+994.3%
UEC vs KIM
+29.7%
+964.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | +1.9% | -1.1% | +3.0% | +2.4% |
| 3M | +8.9% | -5.3% | +14.2% | +11.2% |
| 6M | -14.5% | +3.9% | -18.4% | -17.0% |
| YTD | -0.7% | +20.3% | -21.0% | -11.2% |
| 1Y | -4.1% | +10.4% | -14.5% | -10.8% |
| 3Y | +148.9% | +46.3% | +102.6% | +93.4% |
| 5Y | +300.0% | +37.6% | +262.4% | +231.4% |
| 10Y | +994.3% | +34.5% | +959.9% | +665.7% |
| All | +994.3% | +29.7% | +964.6% | +665.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling