+8.9%
GE vs YUM
+15.9%
-7.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.2% | +1.3% |
| 7D | +9.4% | +10.8% | -1.4% | +6.8% |
| 30D | +7.5% | +21.4% | -13.9% | +3.1% |
| 3M | -12.5% | +13.2% | -25.7% | -15.0% |
| 6M | +17.8% | +8.8% | +9.0% | +15.2% |
| YTD | +7.4% | +11.5% | -4.1% | +5.5% |
| 1Y | +8.9% | +13.4% | -4.5% | +6.3% |
| All | +8.9% | +15.9% | -7.1% | +6.3% |
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