+1,842.6%
UMC vs YUM
+171.3%
+1,671.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +3.1% |
| 7D | +9.0% | -6.1% | +15.1% | +11.2% |
| 30D | +17.2% | -5.8% | +23.1% | +19.5% |
| 3M | +11.4% | -7.6% | +19.0% | +13.5% |
| 6M | +137.5% | -9.1% | +146.7% | +143.2% |
| YTD | +193.1% | -5.5% | +198.6% | +194.2% |
| 1Y | +240.3% | -3.7% | +244.0% | +237.4% |
| 3Y | +262.2% | +17.8% | +244.4% | +224.8% |
| 5Y | +143.1% | +19.3% | +123.9% | +115.7% |
| All | +1,842.6% | +171.3% | +1,671.3% | +1,196.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling