+74.3%
OKE vs YUM
+17.9%
+56.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +1.2% | -6.1% | +7.3% | +2.1% |
| 30D | +4.5% | -5.8% | +10.3% | +5.3% |
| 3M | +9.6% | -7.6% | +17.2% | +10.6% |
| 6M | +15.4% | -9.1% | +24.5% | +16.6% |
| YTD | +36.5% | -5.5% | +42.0% | +36.1% |
| 1Y | +39.0% | -3.7% | +42.7% | +37.9% |
| 3Y | +74.3% | +17.8% | +56.5% | +67.4% |
| All | +74.3% | +17.9% | +56.4% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling