+14.4%
BABA vs YUM
+177.1%
-162.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -2.9% | -5.2% | +2.3% | -0.7% |
| 30D | -15.1% | -0.1% | -15.0% | -15.2% |
| 3M | -5.0% | -4.3% | -0.8% | -4.1% |
| 6M | -19.9% | -8.7% | -11.2% | -17.6% |
| YTD | -25.3% | -3.5% | -21.8% | -25.2% |
| 1Y | -23.9% | +0.5% | -24.3% | -25.6% |
| 3Y | +28.1% | +20.5% | +7.6% | +14.2% |
| 5Y | -31.4% | +21.8% | -53.2% | -39.5% |
| All | +14.4% | +177.1% | -162.7% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling