-62.8%
W vs YUM
+21.6%
-84.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | +0.5% | -5.2% | +5.7% | +4.8% |
| 30D | -5.6% | -0.1% | -5.5% | -6.2% |
| 3M | +41.9% | -4.3% | +46.2% | +44.2% |
| 6M | +30.2% | -8.7% | +38.9% | +38.0% |
| YTD | -2.9% | -3.5% | +0.5% | -3.1% |
| 1Y | +11.6% | +0.5% | +11.1% | +6.1% |
| 3Y | +37.0% | +20.5% | +16.4% | -5.1% |
| 5Y | -62.8% | +21.8% | -84.7% | -77.2% |
| All | -62.8% | +21.6% | -84.5% | -77.2% |
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 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