+25.7%
YUM vs COMP
-32.0%
+57.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -1.7% | +4.1% | -5.7% | -1.9% |
| 30D | -0.8% | -14.5% | +13.7% | -0.1% |
| 3M | +1.5% | +41.8% | -40.4% | -0.7% |
| 6M | -6.1% | +23.6% | -29.7% | -7.8% |
| YTD | -0.2% | +1.7% | -1.9% | -1.3% |
| 1Y | +2.5% | +12.6% | -10.1% | +0.5% |
| 3Y | +24.6% | +221.9% | -197.3% | +12.3% |
| 5Y | +25.7% | -28.1% | +53.8% | +15.2% |
| All | +25.7% | -32.0% | +57.7% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling