+37.5%
F vs YUM
+23.7%
+13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.1% |
| 7D | +1.2% | -1.7% | +2.8% | +1.4% |
| 30D | +1.2% | -0.8% | +2.1% | +1.3% |
| 3M | -5.7% | +1.5% | -7.1% | -6.3% |
| 6M | +17.9% | -6.1% | +24.0% | +19.2% |
| YTD | +10.4% | -0.2% | +10.6% | +10.1% |
| 1Y | +25.3% | +2.5% | +22.9% | +24.3% |
| 3Y | +37.5% | +24.6% | +12.9% | +24.8% |
| All | +37.5% | +23.7% | +13.7% | +24.8% |
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 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