+623.9%
UEC vs KIM
+63.6%
+560.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.7% |
| 30D | -13.5% | +14.1% | -27.6% | -19.3% |
| 3M | -40.5% | +6.0% | -46.5% | -42.4% |
| 6M | -56.7% | +13.2% | -69.9% | -59.9% |
| YTD | -43.0% | +30.4% | -73.4% | -51.2% |
| 1Y | -42.5% | +31.0% | -73.6% | -51.0% |
| 3Y | +11.6% | +67.6% | -56.1% | -19.1% |
| 5Y | +21.8% | +35.8% | -14.0% | +1.0% |
| All | +623.9% | +63.6% | +560.3% | +342.7% |
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