+164.3%
EWY vs YUM
+5.7%
+158.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.4% |
| 7D | +4.8% | -2.0% | +6.9% | +4.5% |
| 30D | +11.7% | -1.1% | +12.8% | +11.1% |
| 3M | -7.4% | +1.8% | -9.2% | -6.7% |
| 6M | +40.6% | -4.7% | +45.3% | +41.1% |
| YTD | +94.3% | +0.6% | +93.7% | +98.8% |
| 1Y | +164.3% | +6.4% | +157.9% | +181.4% |
| All | +164.3% | +5.7% | +158.6% | +181.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling