+150.1%
ALL vs YUM
+21.5%
+128.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.8% |
| 7D | -2.2% | -3.6% | +1.3% | -1.2% |
| 30D | -5.6% | +0.4% | -6.0% | -5.8% |
| 3M | +17.2% | -3.8% | +21.0% | +18.4% |
| 6M | +23.2% | -8.3% | +31.5% | +26.1% |
| YTD | +23.6% | -2.6% | +26.2% | +23.9% |
| 1Y | +29.2% | +1.5% | +27.7% | +27.5% |
| All | +150.1% | +21.5% | +128.6% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling