-5.9%
SAP vs YUM
+15.9%
-21.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +3.1% |
| 7D | +1.3% | +10.8% | -9.4% | -0.5% |
| 30D | +15.5% | +21.4% | -5.9% | +12.0% |
| 3M | +22.8% | +13.2% | +9.6% | +19.9% |
| 6M | +42.5% | +8.8% | +33.7% | +40.0% |
| YTD | +0.5% | +11.5% | -11.0% | -0.9% |
| 1Y | -5.9% | +13.4% | -19.3% | -7.8% |
| All | -5.9% | +15.9% | -21.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling