+33.2%
W vs YUM
+17.9%
+15.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | -0.9% | -6.1% | +5.2% | +1.3% |
| 30D | -4.2% | -5.8% | +1.6% | -2.3% |
| 3M | +26.9% | -7.6% | +34.5% | +29.8% |
| 6M | +31.2% | -9.1% | +40.4% | +35.5% |
| YTD | -1.8% | -5.5% | +3.7% | -0.8% |
| 1Y | +9.3% | -3.7% | +13.0% | +9.7% |
| 3Y | +33.2% | +17.8% | +15.4% | +1.2% |
| All | +33.2% | +17.9% | +15.3% | +1.2% |
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