+265.9%
UMC vs YUM
+3,947.1%
-3,681.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +11.4% | -5.2% | +16.6% | +14.0% |
| 30D | +16.8% | -0.1% | +16.9% | +16.6% |
| 3M | +19.1% | -4.3% | +23.4% | +20.3% |
| 6M | +137.4% | -8.7% | +146.2% | +144.4% |
| YTD | +186.4% | -3.5% | +189.9% | +185.6% |
| 1Y | +229.1% | +0.5% | +228.6% | +219.7% |
| 3Y | +257.9% | +20.5% | +237.4% | +213.0% |
| 5Y | +137.5% | +21.8% | +115.7% | +107.1% |
| 10Y | +1,808.2% | +176.5% | +1,631.6% | +960.3% |
| All | +265.9% | +3,947.1% | -3,681.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling