+24.4%
LYB vs YUM
+5.7%
+18.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.1% |
| 7D | -0.2% | -2.0% | +1.8% | -0.5% |
| 30D | +8.7% | -1.1% | +9.8% | +8.6% |
| 3M | -3.0% | +1.8% | -4.8% | -2.6% |
| 6M | +4.7% | -4.7% | +9.5% | +4.3% |
| YTD | +51.6% | +0.6% | +51.0% | +48.6% |
| 1Y | +24.4% | +6.4% | +18.0% | +22.8% |
| All | +24.4% | +5.7% | +18.7% | +22.8% |
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