-1.4%
LOW vs YUM
+15.9%
-17.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.9% | +1.6% | +4.4% |
| 7D | +15.6% | +10.8% | +4.9% | +10.1% |
| 30D | +28.6% | +21.4% | +7.2% | +18.1% |
| 3M | +5.8% | +13.2% | -7.3% | -0.2% |
| 6M | +3.8% | +8.8% | -5.0% | -0.8% |
| YTD | -2.8% | +11.5% | -14.3% | -8.8% |
| 1Y | -1.4% | +13.4% | -14.8% | -7.9% |
| All | -1.4% | +15.9% | -17.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling