+2,424.6%
O vs YUM
+4,103.6%
-1,679.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | -2.3% | -4.0% | +1.8% | -0.9% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | -0.6% | -4.3% | +3.7% | +0.6% |
| 6M | -5.0% | -8.7% | +3.7% | -2.4% |
| YTD | +10.4% | -3.1% | +13.5% | +10.9% |
| 1Y | +6.6% | +1.0% | +5.6% | +5.2% |
| 3Y | +28.4% | +21.0% | +7.4% | +17.8% |
| 5Y | +15.3% | +22.9% | -7.6% | +4.4% |
| 10Y | +55.3% | +177.6% | -122.2% | +7.7% |
| All | +2,424.6% | +4,103.6% | -1,679.0% | +997.5% |
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