+16.8%
C vs YUM
+4,229.6%
-4,212.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +3.2% | -1.7% | +4.8% | +4.1% |
| 30D | +1.3% | -0.8% | +2.1% | +1.4% |
| 3M | +3.1% | +1.5% | +1.7% | +1.6% |
| 6M | +29.6% | -6.1% | +35.7% | +32.6% |
| YTD | +19.0% | -0.2% | +19.2% | +17.4% |
| 1Y | +45.6% | +2.5% | +43.2% | +41.0% |
| 3Y | +269.3% | +24.6% | +244.7% | +215.6% |
| 5Y | +131.6% | +25.7% | +105.9% | +94.8% |
| 10Y | +286.5% | +179.7% | +106.8% | +112.6% |
| All | +16.8% | +4,229.6% | -4,212.8% | -76.7% |
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