+65.6%
UEC vs KIM
+23.7%
+41.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -6.9% | +0.4% | -7.4% | -7.1% |
| 30D | +7.6% | -4.0% | +11.6% | +9.1% |
| 3M | -18.4% | +0.5% | -18.9% | -19.3% |
| 6M | -23.3% | +3.6% | -26.9% | -24.8% |
| YTD | -1.2% | +20.4% | -21.6% | -8.6% |
| 1Y | +2.3% | +9.7% | -7.4% | -2.5% |
| 3Y | +162.3% | +46.0% | +116.3% | +121.8% |
| 5Y | +287.2% | +34.4% | +252.8% | +245.4% |
| 10Y | +1,009.6% | +29.3% | +980.3% | +826.7% |
| All | +65.6% | +23.7% | +41.9% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling