+25.7%
USB vs YUM
+40.9%
-15.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +8.4% | +10.0% | -1.6% | +4.5% |
| 3M | -5.5% | +7.5% | -13.0% | -8.4% |
| 6M | +17.7% | +8.8% | +8.9% | +13.1% |
| YTD | +17.6% | +8.2% | +9.4% | +12.5% |
| 1Y | +33.9% | +9.8% | +24.0% | +27.1% |
| 3Y | +103.8% | +36.4% | +67.4% | +68.1% |
| All | +25.7% | +40.9% | -15.2% | -3.0% |
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