+5,756.1%
LOW vs YUM
+4,000.0%
+1,756.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -3.7% | -6.1% | +2.3% | -1.0% |
| 30D | -8.9% | -5.8% | -3.0% | -6.5% |
| 3M | -10.4% | -7.6% | -2.8% | -7.6% |
| 6M | -19.4% | -9.1% | -10.3% | -16.2% |
| YTD | -17.1% | -5.5% | -11.6% | -15.5% |
| 1Y | -26.3% | -3.7% | -22.6% | -25.7% |
| 3Y | -9.9% | +17.8% | -27.7% | -18.3% |
| 5Y | +6.1% | +19.3% | -13.1% | -4.7% |
| 10Y | +230.8% | +170.7% | +60.1% | +103.5% |
| All | +5,756.1% | +4,000.0% | +1,756.1% | +1,002.7% |
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