+27.1%
UEC vs KIM
+65.6%
-38.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | -5.2% | +2.8% | -7.9% | -5.4% |
| 30D | -22.0% | +15.9% | -37.9% | -23.1% |
| 3M | -37.0% | +7.8% | -44.8% | -37.4% |
| 6M | -52.7% | +11.9% | -64.6% | -53.7% |
| YTD | -38.6% | +31.0% | -69.7% | -41.9% |
| 1Y | -44.6% | +32.3% | -76.9% | -47.7% |
| 3Y | +27.1% | +65.5% | -38.3% | +18.1% |
| All | +27.1% | +65.6% | -38.4% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling