+107.7%
COST vs YUM
+19.0%
+88.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -1.2% | -6.1% | +4.9% | +1.1% |
| 30D | -4.7% | -5.8% | +1.1% | -2.7% |
| 3M | -7.1% | -7.6% | +0.5% | -4.7% |
| 6M | -8.5% | -9.1% | +0.6% | -5.7% |
| YTD | +5.4% | -5.5% | +10.9% | +6.8% |
| 1Y | -5.6% | -3.7% | -1.9% | -5.4% |
| 3Y | +68.5% | +17.8% | +50.7% | +50.6% |
| All | +107.7% | +19.0% | +88.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling