+27.8%
EXPE vs YUM
-2.1%
+29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | -5.8% | -6.1% | +0.3% | -3.3% |
| 30D | -13.6% | -5.8% | -7.8% | -11.3% |
| 3M | +25.2% | -7.6% | +32.8% | +29.1% |
| 6M | +22.3% | -9.1% | +31.5% | +27.3% |
| YTD | -0.3% | -5.5% | +5.2% | +2.3% |
| 1Y | +27.8% | -3.7% | +31.5% | +32.5% |
| All | +27.8% | -2.1% | +29.9% | +32.5% |
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 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