+51.4%
YUM vs COMP
-47.7%
+99.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -1.1% | -13.3% | +12.2% | -0.4% |
| 3M | +1.8% | +41.1% | -39.3% | -0.3% |
| 6M | -4.7% | +17.2% | -21.9% | -6.2% |
| YTD | +0.6% | +5.2% | -4.6% | -0.7% |
| 1Y | +6.4% | +18.9% | -12.5% | +4.1% |
| 3Y | +22.6% | +215.9% | -193.3% | +10.9% |
| 5Y | +26.0% | -31.2% | +57.1% | +17.8% |
| All | +51.4% | -47.7% | +99.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling