+6.5%
C vs YUM
+4,595.4%
-4,588.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.7% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +2.0% | +10.0% | -8.0% | -3.2% |
| 3M | -10.1% | +7.5% | -17.6% | -14.1% |
| 6M | +1.0% | +8.8% | -7.8% | -4.7% |
| YTD | +8.5% | +8.2% | +0.3% | +2.1% |
| 1Y | +25.7% | +9.8% | +15.9% | +17.3% |
| 3Y | +216.0% | +36.4% | +179.5% | +156.4% |
| 5Y | +112.3% | +41.7% | +70.6% | +66.9% |
| 10Y | +217.8% | +217.5% | +0.3% | +63.1% |
| All | +6.5% | +4,595.4% | -4,588.9% | -79.8% |
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 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