+115.0%
UMC vs YUM
+15.9%
+99.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | +0.2% |
| 7D | -14.7% | +10.8% | -25.4% | -11.1% |
| 30D | -32.9% | +21.4% | -54.3% | -27.9% |
| 3M | -22.2% | +13.2% | -35.3% | -17.5% |
| 6M | +25.9% | +8.8% | +17.1% | +32.3% |
| YTD | +107.9% | +11.5% | +96.4% | +122.7% |
| 1Y | +115.0% | +13.4% | +101.7% | +132.5% |
| All | +115.0% | +15.9% | +99.1% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling