-48.8%
SE vs YUM
+15.9%
-64.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.9% | -1.5% | +3.2% |
| 7D | +6.7% | +10.8% | -4.1% | +4.6% |
| 30D | -17.2% | +21.4% | -38.6% | -20.1% |
| 3M | -28.0% | +13.2% | -41.2% | -29.8% |
| 6M | -6.1% | +8.8% | -14.9% | -8.4% |
| YTD | -37.1% | +11.5% | -48.7% | -35.3% |
| 1Y | -48.8% | +13.4% | -62.1% | -47.8% |
| All | -48.8% | +15.9% | -64.7% | -47.8% |
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