+16.5%
JD vs YUM
+171.3%
-154.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | -4.2% | -6.1% | +1.8% | -1.3% |
| 30D | -14.4% | -5.8% | -8.6% | -12.0% |
| 3M | -3.6% | -7.6% | +4.1% | -0.5% |
| 6M | -0.3% | -9.1% | +8.8% | +3.4% |
| YTD | -2.4% | -5.5% | +3.2% | -1.1% |
| 1Y | -18.5% | -3.7% | -14.8% | -18.8% |
| 3Y | -7.0% | +17.8% | -24.8% | -17.6% |
| 5Y | -61.7% | +19.3% | -81.0% | -66.4% |
| All | +16.5% | +171.3% | -154.8% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling