-74.3%
GRAB vs YUM
+46.8%
-121.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | -10.8% | -6.1% | -4.8% | -8.8% |
| 30D | -15.5% | -5.8% | -9.7% | -13.7% |
| 3M | -9.0% | -7.6% | -1.3% | -6.6% |
| 6M | -21.6% | -9.1% | -12.4% | -19.2% |
| YTD | -38.9% | -5.5% | -33.4% | -38.2% |
| 1Y | -44.8% | -3.7% | -41.1% | -44.9% |
| 3Y | -18.4% | +17.8% | -36.2% | -27.4% |
| 5Y | -71.6% | +19.3% | -90.9% | -76.4% |
| All | -74.3% | +46.8% | -121.2% | -80.5% |
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