-61.8%
JD vs YUM
+21.6%
-83.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -2.6% | -5.2% | +2.6% | +0.5% |
| 30D | -15.4% | -0.1% | -15.3% | -15.6% |
| 3M | -5.0% | -4.3% | -0.7% | -3.6% |
| 6M | +0.9% | -8.7% | +9.6% | +5.2% |
| YTD | -2.5% | -3.5% | +1.0% | -2.6% |
| 1Y | -16.0% | +0.5% | -16.5% | -19.3% |
| 3Y | -8.5% | +20.5% | -29.1% | -27.0% |
| 5Y | -61.8% | +21.8% | -83.6% | -72.4% |
| All | -61.8% | +21.6% | -83.4% | -72.4% |
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 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