-63.7%
XYZ vs YUM
+40.9%
-104.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +1.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +11.5% | +10.0% | +1.5% | +4.2% |
| 3M | +1.8% | +7.5% | -5.7% | -3.9% |
| 6M | +21.2% | +8.8% | +12.4% | +11.7% |
| YTD | +29.9% | +8.2% | +21.7% | +18.0% |
| 1Y | +35.8% | +9.8% | +25.9% | +21.3% |
| 3Y | +62.6% | +36.4% | +26.1% | +1.7% |
| All | -63.7% | +40.9% | -104.6% | -80.3% |
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