+20.0%
GE vs YUM
+5.7%
+14.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | -11.6% | -1.1% | -10.5% | -11.3% |
| 3M | +3.0% | +1.8% | +1.2% | +2.4% |
| 6M | -0.5% | -4.7% | +4.2% | +0.3% |
| YTD | +9.7% | +0.6% | +9.2% | +11.1% |
| 1Y | +20.0% | +6.4% | +13.6% | +23.8% |
| All | +20.0% | +5.7% | +14.4% | +23.8% |
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 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