+1,378.6%
EXC vs YUM
+4,229.6%
-2,851.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.2% | -1.7% | +2.9% | +1.7% |
| 30D | -2.7% | -0.8% | -1.9% | -2.6% |
| 3M | -1.0% | +1.5% | -2.4% | -1.6% |
| 6M | -9.3% | -6.1% | -3.2% | -8.0% |
| YTD | +3.6% | -0.2% | +3.9% | +3.3% |
| 1Y | +5.9% | +2.5% | +3.4% | +4.6% |
| 3Y | +21.3% | +24.6% | -3.3% | +12.9% |
| 5Y | +46.2% | +25.7% | +20.5% | +35.1% |
| 10Y | +151.5% | +179.7% | -28.2% | +89.5% |
| All | +1,378.6% | +4,229.6% | -2,851.0% | +592.8% |
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