+155.2%
UEC vs KIM
+47.7%
+107.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +5.6% | -1.7% | +7.3% | +5.8% |
| 3M | -5.7% | -0.8% | -4.9% | -6.1% |
| 6M | -8.0% | +4.4% | -12.4% | -9.4% |
| YTD | +1.8% | +21.2% | -19.4% | -3.1% |
| 1Y | +0.6% | +10.5% | -10.0% | -2.0% |
| 3Y | +155.2% | +47.5% | +107.7% | +147.7% |
| All | +155.2% | +47.7% | +107.4% | +147.7% |
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 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