+93.1%
EXPE vs YUM
+21.6%
+71.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.1% |
| 7D | -8.7% | -5.2% | -3.5% | -5.5% |
| 30D | -13.6% | -0.1% | -13.5% | -13.5% |
| 3M | +26.6% | -4.3% | +30.9% | +29.7% |
| 6M | +19.9% | -8.7% | +28.7% | +26.8% |
| YTD | -1.7% | -3.5% | +1.8% | -0.6% |
| 1Y | +29.4% | +0.5% | +29.0% | +26.8% |
| 3Y | +155.7% | +20.5% | +135.1% | +109.3% |
| 5Y | +93.1% | +21.8% | +71.3% | +48.9% |
| All | +93.1% | +21.6% | +71.5% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling