+5.4%
B vs YUM
+9.4%
-4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -3.3% | +10.0% | -13.3% | -5.2% |
| 3M | -7.8% | +7.5% | -15.2% | -9.1% |
| 6M | -15.5% | +8.8% | -24.3% | -16.5% |
| YTD | -12.3% | +8.2% | -20.5% | -12.4% |
| 1Y | +5.4% | +9.8% | -4.5% | +5.4% |
| All | +5.4% | +9.4% | -4.0% | +5.4% |
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