+31.0%
BABA vs YUM
+20.9%
+10.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -2.2% | -4.0% | +1.9% | -1.0% |
| 30D | -17.3% | -0.1% | -17.2% | -17.4% |
| 3M | -7.8% | -4.3% | -3.5% | -7.3% |
| 6M | -16.8% | -8.7% | -8.0% | -14.9% |
| YTD | -24.7% | -3.1% | -21.5% | -25.0% |
| 1Y | -24.9% | +1.0% | -25.9% | -26.9% |
| All | +31.0% | +20.9% | +10.2% | +19.5% |
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 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