+547.1%
XYZ vs YUM
+286.5%
+260.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| YTD | +29.9% | +8.2% | +21.7% | +18.7% |
| 1Y | +35.8% | +9.8% | +25.9% | +22.3% |
| 3Y | +62.6% | +36.4% | +26.1% | +16.1% |
| 5Y | -62.8% | +41.7% | -104.5% | -73.5% |
| 10Y | +612.0% | +217.5% | +394.4% | +187.7% |
| All | +547.1% | +286.5% | +260.6% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling