+76.9%
SPY vs YUM
+17.9%
+59.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -0.8% | -6.1% | +5.3% | +0.3% |
| 30D | -1.1% | -5.8% | +4.8% | -0.1% |
| 3M | +3.9% | -7.6% | +11.5% | +5.1% |
| 6M | +13.6% | -9.1% | +22.8% | +15.3% |
| YTD | +12.7% | -5.5% | +18.2% | +13.1% |
| 1Y | +17.5% | -3.7% | +21.2% | +17.3% |
| 3Y | +76.9% | +17.8% | +59.1% | +64.8% |
| All | +76.9% | +17.9% | +59.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling