+40.9%
VALE vs YUM
+19.0%
+21.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -0.3% | -6.1% | +5.8% | +1.9% |
| 30D | +8.6% | -5.8% | +14.5% | +10.8% |
| 3M | +2.0% | -7.6% | +9.6% | +4.4% |
| 6M | +2.1% | -9.1% | +11.3% | +5.0% |
| YTD | +20.2% | -5.5% | +25.7% | +21.4% |
| 1Y | +55.2% | -3.7% | +58.9% | +55.1% |
| 3Y | +45.9% | +17.8% | +28.1% | +32.5% |
| All | +40.9% | +19.0% | +21.9% | +24.3% |
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