+851.2%
EEM vs YUM
+2,353.8%
-1,502.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +2.0% | -3.6% | +5.5% | +3.9% |
| 30D | +5.1% | +0.4% | +4.7% | +4.6% |
| 3M | +4.6% | -3.8% | +8.4% | +5.8% |
| 6M | +17.8% | -8.3% | +26.1% | +21.6% |
| YTD | +25.8% | -2.6% | +28.5% | +25.5% |
| 1Y | +36.4% | +1.5% | +34.9% | +32.1% |
| 3Y | +90.0% | +21.6% | +68.4% | +63.2% |
| 5Y | +46.6% | +23.5% | +23.1% | +23.2% |
| 10Y | +132.3% | +178.9% | -46.7% | +14.4% |
| All | +851.2% | +2,353.8% | -1,502.6% | +49.6% |
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