-14.4%
SMR vs YUM
+26.3%
-40.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.1% | -13.6% | -15.7% |
| 7D | -11.2% | -6.1% | -5.2% | -11.4% |
| 30D | -10.2% | -5.8% | -4.4% | -10.4% |
| 3M | -10.0% | -7.6% | -2.4% | -10.2% |
| 6M | -30.5% | -9.1% | -21.3% | -30.4% |
| YTD | -39.2% | -5.5% | -33.7% | -39.3% |
| 1Y | -75.5% | -3.7% | -71.8% | -75.5% |
| 3Y | +45.4% | +17.8% | +27.6% | +37.4% |
| All | -14.4% | +26.3% | -40.7% | -22.4% |
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