-37.5%
U vs YUM
+78.4%
-115.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.1% |
| 7D | +4.5% | -1.7% | +6.1% | +5.6% |
| 30D | -0.6% | -0.8% | +0.2% | -0.4% |
| 3M | +48.4% | +1.5% | +47.0% | +45.9% |
| 6M | +115.4% | -6.1% | +121.5% | +120.8% |
| YTD | -3.2% | -0.2% | -3.0% | -6.7% |
| 1Y | -6.0% | +2.5% | -8.5% | -12.7% |
| 3Y | +13.5% | +24.6% | -11.1% | -15.5% |
| 5Y | -68.0% | +25.7% | -93.7% | -77.7% |
| All | -37.5% | +78.4% | -115.8% | -59.4% |
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 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