+162.4%
EXPE vs YUM
+17.9%
+144.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | -5.8% | -6.1% | +0.3% | -3.1% |
| 30D | -13.6% | -5.8% | -7.8% | -11.1% |
| 3M | +25.2% | -7.6% | +32.8% | +29.5% |
| 6M | +22.3% | -9.1% | +31.5% | +27.7% |
| YTD | -0.3% | -5.5% | +5.2% | +1.8% |
| 1Y | +27.8% | -3.7% | +31.5% | +29.3% |
| 3Y | +162.4% | +17.8% | +144.6% | +134.4% |
| All | +162.4% | +17.9% | +144.6% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling