+163.4%
JPM vs YUM
+17.9%
+145.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -0.7% | -6.1% | +5.4% | +0.4% |
| 30D | -2.5% | -5.8% | +3.4% | -1.4% |
| 3M | +14.1% | -7.6% | +21.8% | +15.6% |
| 6M | +25.1% | -9.1% | +34.2% | +26.9% |
| YTD | +12.1% | -5.5% | +17.6% | +12.7% |
| 1Y | +18.8% | -3.7% | +22.5% | +19.0% |
| 3Y | +163.4% | +17.8% | +145.6% | +152.6% |
| All | +163.4% | +17.9% | +145.5% | +152.6% |
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