+23.5%
YUM vs ALK
-28.1%
+51.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -3.6% | -3.0% | -0.6% | -3.2% |
| 30D | +0.4% | -14.6% | +15.0% | +2.4% |
| 3M | -3.8% | -10.6% | +6.8% | -2.8% |
| 6M | -8.3% | -6.7% | -1.6% | -8.4% |
| YTD | -2.6% | -19.8% | +17.1% | -1.2% |
| 1Y | +1.5% | -35.2% | +36.7% | +6.0% |
| 3Y | +21.6% | +1.4% | +20.2% | +12.6% |
| 5Y | +23.5% | -30.7% | +54.2% | +20.0% |
| All | +23.5% | -28.1% | +51.6% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling