-66.5%
U vs YUM
+19.0%
-85.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +6.0% |
| 7D | +5.5% | -6.1% | +11.6% | +10.3% |
| 30D | -1.3% | -5.8% | +4.5% | +2.7% |
| 3M | +64.6% | -7.6% | +72.2% | +72.7% |
| 6M | +119.4% | -9.1% | +128.5% | +130.0% |
| YTD | -0.5% | -5.5% | +5.0% | -1.3% |
| 1Y | +1.3% | -3.7% | +5.0% | -3.3% |
| 3Y | +15.6% | +17.8% | -2.2% | -19.7% |
| All | -66.5% | +19.0% | -85.5% | -78.0% |
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