-73.1%
SMR vs YUM
+5.7%
-78.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -1.2% |
| 7D | +4.4% | -2.0% | +6.5% | +3.1% |
| 30D | +3.4% | -1.1% | +4.5% | +2.7% |
| 3M | -19.2% | +1.8% | -20.9% | -17.1% |
| 6M | -22.6% | -4.7% | -17.9% | -23.5% |
| YTD | -31.5% | +0.6% | -32.1% | -27.7% |
| 1Y | -73.1% | +6.4% | -79.5% | -67.7% |
| All | -73.1% | +5.7% | -78.8% | -67.7% |
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