+2.9%
UEC vs KIM
+34.6%
-31.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -5.2% | +2.8% | -7.9% | -6.1% |
| 30D | -22.0% | +15.9% | -37.9% | -26.1% |
| 3M | -37.0% | +7.8% | -44.8% | -38.8% |
| 6M | -52.7% | +11.9% | -64.6% | -55.0% |
| YTD | -38.6% | +31.0% | -69.7% | -45.0% |
| 1Y | -44.6% | +32.3% | -76.9% | -50.6% |
| 3Y | +27.1% | +65.5% | -38.3% | +2.9% |
| 5Y | +37.9% | +37.2% | +0.7% | +21.7% |
| 10Y | +631.6% | +63.9% | +567.7% | +466.8% |
| All | +2.9% | +34.6% | -31.7% | -27.3% |
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