+1,936.8%
JPM vs YUM
+4,124.8%
-2,188.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.5% |
| 7D | -0.4% | -3.6% | +3.1% | +1.2% |
| 30D | -1.4% | +0.4% | -1.8% | -1.8% |
| 3M | +13.9% | -3.8% | +17.7% | +15.3% |
| 6M | +23.5% | -8.3% | +31.8% | +27.5% |
| YTD | +11.6% | -2.6% | +14.3% | +11.7% |
| 1Y | +21.4% | +1.5% | +19.9% | +18.5% |
| 3Y | +163.4% | +21.6% | +141.9% | +131.6% |
| 5Y | +152.5% | +23.5% | +129.0% | +119.1% |
| 10Y | +592.1% | +178.9% | +413.2% | +304.8% |
| All | +1,936.8% | +4,124.8% | -2,188.0% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling