+28.2%
BABA vs YUM
+259.6%
-231.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -4.8% | -2.0% | -2.7% | -4.0% |
| 30D | -11.9% | -1.1% | -10.8% | -11.7% |
| 3M | -9.3% | +1.8% | -11.0% | -10.7% |
| 6M | -14.2% | -4.7% | -9.5% | -13.4% |
| YTD | -22.0% | +0.6% | -22.6% | -23.2% |
| 1Y | -12.7% | +6.4% | -19.1% | -16.5% |
| 3Y | +26.7% | +22.6% | +4.1% | +13.4% |
| 5Y | -29.3% | +26.0% | -55.3% | -37.6% |
| 10Y | +21.2% | +174.6% | -153.4% | -18.9% |
| All | +28.2% | +259.6% | -231.4% | -22.5% |
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 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