+44.3%
UNP vs YUM
+20.4%
+23.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | +0.3% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +7.5% | -4.3% | +11.8% | +8.5% |
| 6M | +15.3% | -8.7% | +24.1% | +18.0% |
| YTD | +25.4% | -3.5% | +28.9% | +26.0% |
| 1Y | +35.6% | +0.5% | +35.1% | +34.4% |
| All | +44.3% | +20.4% | +23.9% | +32.9% |
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 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