-26.0%
UPS vs YUM
+17.9%
-43.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.0% | -6.1% | +4.1% | -0.5% |
| 30D | -2.0% | -5.8% | +3.9% | -0.6% |
| 3M | -6.2% | -7.6% | +1.4% | -4.6% |
| 6M | +2.8% | -9.1% | +11.9% | +5.0% |
| YTD | +5.9% | -5.5% | +11.4% | +6.9% |
| 1Y | +26.2% | -3.7% | +30.0% | +26.8% |
| 3Y | -26.0% | +17.8% | -43.8% | -33.0% |
| All | -26.0% | +17.9% | -43.9% | -33.0% |
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 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