-22.3%
SYK vs YUM
+5.7%
-28.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -8.3% | -2.0% | -6.3% | -7.7% |
| 30D | -10.1% | -1.1% | -9.0% | -9.7% |
| 3M | +0.9% | +1.8% | -0.9% | +0.3% |
| 6M | -20.2% | -4.7% | -15.5% | -19.0% |
| YTD | -13.3% | +0.6% | -13.9% | -13.7% |
| 1Y | -22.3% | +6.4% | -28.7% | -24.4% |
| All | -22.3% | +5.7% | -28.0% | -24.4% |
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 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