+1,456.0%
EXC vs YUM
+4,595.4%
-3,139.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +8.6% | +10.0% | -1.4% | +5.8% |
| 3M | +2.4% | +7.5% | -5.1% | +0.2% |
| 6M | +6.5% | +8.8% | -2.3% | +3.7% |
| YTD | +9.0% | +8.2% | +0.8% | +6.2% |
| 1Y | +4.6% | +9.8% | -5.3% | +1.4% |
| 3Y | +33.5% | +36.4% | -3.0% | +21.2% |
| 5Y | +41.4% | +41.7% | -0.3% | +26.4% |
| 10Y | +204.3% | +217.5% | -13.2% | +121.9% |
| All | +1,456.0% | +4,595.4% | -3,139.5% | +612.5% |
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