+597.9%
XYZ vs YUM
+177.1%
+420.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -5.2% | -5.2% | 0.0% | -1.2% |
| 30D | 0.0% | -0.1% | +0.1% | -0.5% |
| 3M | +18.7% | -4.3% | +22.9% | +21.3% |
| 6M | +20.5% | -8.7% | +29.3% | +26.7% |
| YTD | +21.5% | -3.5% | +25.0% | +20.9% |
| 1Y | +7.2% | +0.5% | +6.8% | +1.9% |
| 3Y | +49.0% | +20.5% | +28.4% | +15.9% |
| 5Y | -68.1% | +21.8% | -89.9% | -74.8% |
| All | +597.9% | +177.1% | +420.8% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling