+50.6%
LYB vs YUM
+15.9%
+34.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.9% | -10.7% | -3.6% |
| 7D | -6.2% | +10.8% | -17.0% | -4.5% |
| 30D | +6.3% | +21.4% | -15.1% | +9.8% |
| 3M | +4.1% | +13.2% | -9.1% | +6.5% |
| 6M | -15.5% | +8.8% | -24.3% | -13.5% |
| YTD | +50.2% | +11.5% | +38.7% | +43.6% |
| 1Y | +50.6% | +13.4% | +37.2% | +42.6% |
| All | +50.6% | +15.9% | +34.7% | +42.6% |
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 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