-3.7%
YUM vs CAPR
+37.0%
-40.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -6.1% | -11.0% | +4.9% | -6.1% |
| 30D | -5.8% | +99.8% | -105.6% | -5.8% |
| 3M | -7.6% | -66.6% | +58.9% | -7.5% |
| 6M | -9.1% | -75.1% | +65.9% | -9.0% |
| YTD | -5.5% | -71.0% | +65.5% | -5.4% |
| 1Y | -3.7% | +30.0% | -33.7% | -3.8% |
| All | -3.7% | +37.0% | -40.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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