+27.7%
ALL vs YUM
-2.1%
+29.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -2.3% | -6.1% | +3.8% | -0.8% |
| 30D | -0.4% | -5.8% | +5.4% | +1.1% |
| 3M | +16.0% | -7.6% | +23.7% | +18.5% |
| 6M | +24.6% | -9.1% | +33.7% | +27.5% |
| YTD | +23.7% | -5.5% | +29.2% | +24.8% |
| 1Y | +27.7% | -3.7% | +31.4% | +25.1% |
| All | +27.7% | -2.1% | +29.8% | +25.1% |
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 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