+196.6%
B vs YUM
+21.5%
+175.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +1.0% | -3.6% | +4.6% | +2.0% |
| 30D | +9.5% | +0.4% | +9.1% | +9.3% |
| 3M | +14.3% | -3.8% | +18.1% | +15.4% |
| 6M | -1.9% | -8.3% | +6.4% | +0.2% |
| YTD | +4.1% | -2.6% | +6.7% | +4.5% |
| 1Y | +56.1% | +1.5% | +54.6% | +54.7% |
| All | +196.6% | +21.5% | +175.1% | +170.2% |
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