+47.2%
XYZ vs YUM
+20.9%
+26.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -2.6% |
| 30D | +0.5% | -0.1% | +0.6% | +0.4% |
| 3M | +16.3% | -4.3% | +20.5% | +17.3% |
| 6M | +21.1% | -8.7% | +29.9% | +23.9% |
| YTD | +22.0% | -3.1% | +25.1% | +21.6% |
| 1Y | +5.2% | +1.0% | +4.2% | +2.7% |
| All | +47.2% | +20.9% | +26.3% | +21.0% |
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 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