+0.5%
YUM vs ALK
-35.4%
+35.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -5.2% | -3.1% | -2.1% | -5.0% |
| 30D | -0.1% | -17.1% | +17.0% | +1.4% |
| 3M | -4.3% | -3.8% | -0.5% | -4.4% |
| 6M | -8.7% | -5.3% | -3.4% | -9.1% |
| YTD | -3.5% | -20.3% | +16.8% | -3.6% |
| 1Y | +0.5% | -36.0% | +36.4% | -1.0% |
| All | +0.5% | -35.4% | +35.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling