+4,208.2%
YUM vs ALK
+515.6%
+3,692.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.0% | -0.7% | -1.4% | -1.9% |
| 30D | -1.1% | -19.2% | +18.1% | +3.0% |
| 3M | +1.8% | -1.5% | +3.3% | +1.3% |
| 6M | -4.7% | -13.1% | +8.3% | -3.7% |
| YTD | +0.6% | -16.4% | +17.0% | +2.0% |
| 1Y | +6.4% | -33.1% | +39.5% | +12.2% |
| 3Y | +22.6% | +0.6% | +22.0% | +14.1% |
| 5Y | +26.0% | -26.4% | +52.3% | +22.5% |
| 10Y | +174.6% | -34.2% | +208.8% | +150.8% |
| All | +4,208.2% | +515.6% | +3,692.5% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling