+215.6%
B vs YUM
+4,229.6%
-4,014.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | +12.2% | +1.5% | +10.7% | +12.0% |
| 6M | -2.1% | -6.1% | +4.0% | -1.4% |
| YTD | +2.9% | -0.2% | +3.2% | +2.8% |
| 1Y | +55.3% | +2.5% | +52.8% | +54.5% |
| 3Y | +198.7% | +24.6% | +174.1% | +189.8% |
| 5Y | +153.8% | +25.7% | +128.1% | +145.3% |
| 10Y | +193.4% | +179.7% | +13.7% | +158.5% |
| All | +215.6% | +4,229.6% | -4,014.0% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling