+171.2%
INTC vs YUM
+17.9%
+153.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.9% |
| 7D | +7.5% | -6.1% | +13.5% | +8.3% |
| 30D | +2.0% | -5.8% | +7.8% | +2.6% |
| 3M | -12.0% | -7.6% | -4.4% | -11.4% |
| 6M | +114.5% | -9.1% | +123.7% | +116.2% |
| YTD | +179.0% | -5.5% | +184.5% | +176.5% |
| 1Y | +318.3% | -3.7% | +322.0% | +311.1% |
| 3Y | +171.2% | +17.8% | +153.4% | +137.4% |
| All | +171.2% | +17.9% | +153.3% | +137.4% |
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