+20.0%
YUM vs COO
-52.5%
+72.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -22.5% | +16.5% | -0.5% |
| 30D | -5.8% | -29.7% | +23.9% | +2.0% |
| 3M | -7.6% | -20.1% | +12.5% | -3.2% |
| 6M | -9.1% | -26.9% | +17.8% | -2.9% |
| YTD | -5.5% | -34.2% | +28.7% | +3.5% |
| 1Y | -3.7% | -21.3% | +17.5% | +0.6% |
| 3Y | +17.8% | -38.7% | +56.5% | +27.6% |
| All | +20.0% | -52.5% | +72.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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