+174.8%
EXE vs YUM
+55.8%
+119.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -2.7% | -3.6% | +0.8% | -1.9% |
| 30D | -0.4% | +0.4% | -0.8% | -0.6% |
| 3M | +9.5% | -3.8% | +13.3% | +10.0% |
| 6M | -9.3% | -8.3% | -1.1% | -7.9% |
| YTD | -10.9% | -2.6% | -8.3% | -11.2% |
| 1Y | +4.3% | +1.5% | +2.8% | +2.5% |
| 3Y | +18.8% | +21.6% | -2.8% | +9.1% |
| 5Y | +101.4% | +23.5% | +77.9% | +78.8% |
| All | +174.8% | +55.8% | +119.0% | +138.8% |
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