-68.4%
XYZ vs YUM
+22.4%
-90.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +1.0% |
| 7D | -3.7% | -3.6% | -0.2% | -1.0% |
| 30D | +0.5% | +0.4% | +0.1% | -0.3% |
| 3M | +16.3% | -3.8% | +20.1% | +18.3% |
| 6M | +21.1% | -8.3% | +29.4% | +27.0% |
| YTD | +22.0% | -2.6% | +24.6% | +19.9% |
| 1Y | +5.2% | +1.5% | +3.6% | -2.2% |
| 3Y | +49.6% | +21.6% | +28.0% | +2.4% |
| 5Y | -68.4% | +23.5% | -91.9% | -80.0% |
| All | -68.4% | +22.4% | -90.9% | -80.0% |
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 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