+165.5%
B vs YUM
+36.2%
+129.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.6% |
| 3M | -7.8% | +7.5% | -15.2% | -9.5% |
| 6M | -15.5% | +8.8% | -24.3% | -17.4% |
| YTD | -12.3% | +8.2% | -20.5% | -14.2% |
| 1Y | +5.4% | +9.8% | -4.5% | +2.5% |
| 3Y | +165.5% | +36.4% | +129.1% | +136.4% |
| All | +165.5% | +36.2% | +129.3% | +136.4% |
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 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