-2.9%
IBM vs YUM
-2.1%
-0.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.1% |
| 7D | +3.6% | -6.1% | +9.6% | +4.0% |
| 30D | +3.1% | -5.8% | +8.9% | +3.4% |
| 3M | -10.8% | -7.6% | -3.2% | -9.4% |
| 6M | -0.8% | -9.1% | +8.3% | +1.1% |
| YTD | -16.2% | -5.5% | -10.7% | -14.7% |
| 1Y | -2.9% | -3.7% | +0.8% | +0.2% |
| All | -2.9% | -2.1% | -0.8% | +0.2% |
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 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