+1,230.2%
SPY vs YUM
+4,229.6%
-2,999.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | -0.9% | -0.8% | -0.1% | -0.8% |
| 3M | +3.9% | +1.5% | +2.4% | +2.9% |
| 6M | +14.5% | -6.1% | +20.6% | +16.2% |
| YTD | +12.9% | -0.2% | +13.1% | +12.0% |
| 1Y | +19.4% | +2.5% | +16.9% | +16.9% |
| 3Y | +78.5% | +24.6% | +53.9% | +62.0% |
| 5Y | +81.8% | +25.7% | +56.1% | +64.2% |
| 10Y | +311.5% | +179.7% | +131.8% | +182.5% |
| All | +1,230.2% | +4,229.6% | -2,999.4% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling