+590.9%
JPM vs YUM
+171.3%
+419.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -0.7% | -6.1% | +5.4% | +2.5% |
| 30D | -2.5% | -5.8% | +3.4% | +0.3% |
| 3M | +14.1% | -7.6% | +21.8% | +17.9% |
| 6M | +25.1% | -9.1% | +34.2% | +30.0% |
| YTD | +12.1% | -5.5% | +17.6% | +13.7% |
| 1Y | +18.8% | -3.7% | +22.5% | +18.6% |
| 3Y | +163.4% | +17.8% | +145.6% | +128.0% |
| 5Y | +156.5% | +19.3% | +137.3% | +117.7% |
| All | +590.9% | +171.3% | +419.6% | +288.0% |
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 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