+35.1%
YUM vs COMP
+353.8%
-318.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.7% | -13.7% | -3.4% |
| 7D | +3.7% | +13.4% | -9.8% | +3.1% |
| 30D | +14.8% | +11.1% | +3.7% | +14.2% |
| 3M | +6.4% | -18.8% | +25.2% | +7.0% |
| 6M | +4.3% | +10.5% | -6.2% | +3.4% |
| YTD | +8.1% | -3.4% | +11.5% | +7.0% |
| 1Y | +11.3% | +19.7% | -8.4% | +9.1% |
| 3Y | +35.1% | +381.6% | -346.5% | +22.9% |
| All | +35.1% | +353.8% | -318.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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