+137.4%
UMC vs YUM
-8.4%
+145.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.6% |
| 7D | +11.4% | -5.2% | +16.6% | +10.8% |
| 30D | +16.8% | -0.1% | +16.9% | +17.1% |
| 3M | +19.1% | -4.3% | +23.4% | +17.9% |
| 6M | +137.4% | -8.7% | +146.2% | +140.6% |
| All | +137.4% | -8.4% | +145.8% | +140.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling