+114.4%
JCI vs YUM
+19.0%
+95.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | +0.7% | -6.1% | +6.8% | +3.2% |
| 30D | -4.4% | -5.8% | +1.4% | -2.3% |
| 3M | +1.7% | -7.6% | +9.3% | +4.2% |
| 6M | +8.8% | -9.1% | +17.9% | +12.0% |
| YTD | +22.6% | -5.5% | +28.2% | +23.5% |
| 1Y | +36.2% | -3.7% | +39.9% | +35.1% |
| 3Y | +168.0% | +17.8% | +150.2% | +128.9% |
| All | +114.4% | +19.0% | +95.4% | +78.5% |
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 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