-70.8%
QXO vs YUM
+19.0%
-89.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -7.8% | -6.1% | -1.7% | -7.1% |
| 30D | -18.1% | -5.8% | -12.3% | -17.5% |
| 3M | -25.8% | -7.6% | -18.1% | -25.2% |
| 6M | -41.7% | -9.1% | -32.6% | -41.1% |
| YTD | -36.2% | -5.5% | -30.7% | -35.7% |
| 1Y | -42.1% | -3.7% | -38.4% | -41.8% |
| 3Y | -46.2% | +17.8% | -63.9% | -47.0% |
| All | -70.8% | +19.0% | -89.8% | -73.3% |
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