+1,193.7%
EWY vs YUM
+3,626.1%
-2,432.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.2% | -5.2% | +6.4% | +3.5% |
| 30D | +9.3% | -0.1% | +9.4% | +9.1% |
| 3M | +2.4% | -4.3% | +6.7% | +3.7% |
| 6M | +40.3% | -8.7% | +49.0% | +43.9% |
| YTD | +88.0% | -3.5% | +91.5% | +88.1% |
| 1Y | +143.8% | +0.5% | +143.4% | +137.9% |
| 3Y | +217.8% | +20.5% | +197.2% | +181.3% |
| 5Y | +142.7% | +21.8% | +120.9% | +112.2% |
| 10Y | +291.7% | +176.5% | +115.2% | +130.5% |
| All | +1,193.7% | +3,626.1% | -2,432.4% | +235.3% |
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