+156.7%
B vs YUM
+21.6%
+135.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | -5.0% | -5.2% | +0.2% | -3.7% |
| 30D | +8.7% | -0.1% | +8.8% | +8.7% |
| 3M | +17.3% | -4.3% | +21.6% | +18.6% |
| 6M | -5.0% | -8.7% | +3.7% | -2.9% |
| YTD | +1.4% | -3.5% | +4.9% | +2.0% |
| 1Y | +50.5% | +0.5% | +50.1% | +49.4% |
| 3Y | +194.4% | +20.5% | +173.8% | +175.7% |
| 5Y | +156.7% | +21.8% | +134.9% | +126.8% |
| All | +156.7% | +21.6% | +135.1% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling