+10.7%
U vs YUM
+20.4%
-9.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | 0.0% | -5.2% | +5.2% | +1.2% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | +57.8% | -4.3% | +62.1% | +59.1% |
| 6M | +103.5% | -8.7% | +112.2% | +107.1% |
| YTD | -4.8% | -3.5% | -1.3% | -6.1% |
| 1Y | -2.4% | +0.5% | -2.8% | -6.2% |
| All | +10.7% | +20.4% | -9.7% | -11.1% |
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