+0.5%
YUM vs D
+15.9%
-15.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.2% | -1.6% | -3.6% | -4.9% |
| 30D | -0.1% | -3.5% | +3.4% | +0.7% |
| 3M | -4.3% | -1.6% | -2.7% | -4.1% |
| 6M | -8.7% | +5.8% | -14.5% | -10.2% |
| YTD | -3.5% | +14.5% | -18.0% | -8.3% |
| 1Y | +0.5% | +14.2% | -13.7% | -4.8% |
| All | +0.5% | +15.9% | -15.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling