+160.0%
EXPE vs YUM
+171.3%
-11.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.9% |
| 7D | -5.8% | -6.1% | +0.3% | -1.5% |
| 30D | -13.6% | -5.8% | -7.8% | -9.9% |
| 3M | +25.2% | -7.6% | +32.8% | +31.7% |
| 6M | +22.3% | -9.1% | +31.5% | +30.3% |
| YTD | -0.3% | -5.5% | +5.2% | +2.5% |
| 1Y | +27.8% | -3.7% | +31.5% | +28.8% |
| 3Y | +162.4% | +17.8% | +144.6% | +120.5% |
| 5Y | +95.8% | +19.3% | +76.6% | +62.4% |
| All | +160.0% | +171.3% | -11.3% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling