+16.0%
O vs YUM
+19.0%
-3.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -2.9% | -6.1% | +3.2% | -1.0% |
| 30D | -4.5% | -5.8% | +1.3% | -2.8% |
| 3M | -2.6% | -7.6% | +5.0% | -0.5% |
| 6M | -5.6% | -9.1% | +3.5% | -3.2% |
| YTD | +9.3% | -5.5% | +14.8% | +10.5% |
| 1Y | +4.3% | -3.7% | +8.0% | +4.6% |
| 3Y | +27.4% | +17.8% | +9.6% | +16.7% |
| All | +16.0% | +19.0% | -3.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling