+260.8%
GE vs YUM
+17.9%
+242.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -4.0% | -6.1% | +2.1% | -2.7% |
| 30D | -11.4% | -5.8% | -5.6% | -10.3% |
| 3M | -2.6% | -7.6% | +5.0% | -1.2% |
| 6M | -0.3% | -9.1% | +8.8% | +1.6% |
| YTD | +5.4% | -5.5% | +10.9% | +6.5% |
| 1Y | +15.5% | -3.7% | +19.2% | +16.2% |
| 3Y | +260.8% | +17.8% | +243.0% | +244.2% |
| All | +260.8% | +17.9% | +242.9% | +244.2% |
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 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