+136.0%
GOOG vs YUM
+19.0%
+117.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.2% |
| 7D | 0.0% | -6.1% | +6.1% | +2.0% |
| 30D | -2.0% | -5.8% | +3.9% | -0.2% |
| 3M | -5.9% | -7.6% | +1.8% | -4.0% |
| 6M | +8.9% | -9.1% | +18.0% | +11.5% |
| YTD | +7.1% | -5.5% | +12.6% | +7.9% |
| 1Y | +39.7% | -3.7% | +43.4% | +39.2% |
| 3Y | +145.8% | +17.8% | +128.0% | +114.0% |
| All | +136.0% | +19.0% | +117.1% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling