+21.4%
YUM vs CAPR
+36.9%
-15.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.4% |
| 7D | -3.6% | -12.6% | +9.1% | -3.5% |
| 30D | +0.4% | +124.4% | -124.0% | +0.1% |
| 3M | -3.8% | -66.8% | +63.0% | -3.5% |
| 6M | -8.3% | -71.8% | +63.5% | -8.0% |
| YTD | -2.6% | -70.1% | +67.4% | -2.4% |
| 1Y | +1.5% | +33.3% | -31.8% | 0.0% |
| All | +21.4% | +36.9% | -15.5% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling