+4.5%
EXC vs YUM
+9.8%
-5.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +1.4% | +7.5% | -6.1% | -0.6% |
| 30D | +11.6% | +18.8% | -7.1% | +6.8% |
| 3M | +2.7% | +9.6% | -6.9% | +0.2% |
| 6M | +2.7% | +9.0% | -6.3% | +0.3% |
| YTD | +9.7% | +11.4% | -1.7% | +6.0% |
| 1Y | +4.5% | +13.3% | -8.8% | +0.7% |
| All | +4.5% | +9.8% | -5.2% | +0.7% |
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 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