-7.2%
JD vs YUM
+21.5%
-28.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.6% |
| 7D | -3.0% | -3.6% | +0.6% | -1.8% |
| 30D | -19.3% | +0.4% | -19.7% | -19.5% |
| 3M | -6.0% | -3.8% | -2.2% | -5.3% |
| 6M | +1.8% | -8.3% | +10.1% | +4.4% |
| YTD | -2.6% | -2.6% | +0.1% | -2.9% |
| 1Y | -17.4% | +1.5% | -18.9% | -19.6% |
| All | -7.2% | +21.5% | -28.7% | -19.6% |
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