+149.1%
F vs YUM
+4,264.4%
-4,115.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +5.3% | -2.0% | +7.4% | +6.3% |
| 30D | +4.6% | -1.1% | +5.7% | +4.7% |
| 3M | -3.7% | +1.8% | -5.4% | -5.2% |
| 6M | +16.8% | -4.7% | +21.6% | +18.0% |
| YTD | +15.3% | +0.6% | +14.7% | +13.7% |
| 1Y | +31.0% | +6.4% | +24.6% | +25.5% |
| 3Y | +45.4% | +22.6% | +22.8% | +28.5% |
| 5Y | +54.7% | +26.0% | +28.7% | +35.6% |
| 10Y | +98.2% | +174.6% | -76.4% | +25.0% |
| All | +149.1% | +4,264.4% | -4,115.2% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling