+609.6%
JCI vs YUM
+4,124.8%
-3,515.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +4.1% | -3.6% | +7.6% | +5.3% |
| 30D | -3.8% | +0.4% | -4.2% | -4.2% |
| 3M | -1.6% | -3.8% | +2.1% | -0.9% |
| 6M | +9.5% | -8.3% | +17.8% | +11.8% |
| YTD | +21.7% | -2.6% | +24.4% | +21.7% |
| 1Y | +37.1% | +1.5% | +35.6% | +34.7% |
| 3Y | +165.2% | +21.6% | +143.6% | +143.4% |
| 5Y | +110.3% | +23.5% | +86.8% | +92.3% |
| 10Y | +341.0% | +178.9% | +162.0% | +212.2% |
| All | +609.6% | +4,124.8% | -3,515.2% | +155.0% |
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