+34.5%
QXO vs YUM
+171.3%
-136.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -7.8% | -6.1% | -1.7% | -6.6% |
| 30D | -18.1% | -5.8% | -12.3% | -17.1% |
| 3M | -25.8% | -7.6% | -18.1% | -24.7% |
| 6M | -41.7% | -9.1% | -32.6% | -40.6% |
| YTD | -36.2% | -5.5% | -30.7% | -35.6% |
| 1Y | -42.1% | -3.7% | -38.4% | -41.8% |
| 3Y | -46.2% | +17.8% | -63.9% | -49.3% |
| 5Y | -70.7% | +19.3% | -90.0% | -72.9% |
| All | +34.5% | +171.3% | -136.8% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling