+17.8%
YUM vs EAT
+578.9%
-561.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -6.1% | -7.7% | +1.6% | -5.4% |
| 30D | -5.8% | -13.6% | +7.8% | -4.7% |
| 3M | -7.6% | +33.9% | -41.5% | -9.7% |
| 6M | -9.1% | +47.2% | -56.4% | -12.1% |
| YTD | -5.5% | +48.1% | -53.6% | -8.7% |
| 1Y | -3.7% | +33.7% | -37.4% | -6.4% |
| 3Y | +17.8% | +595.8% | -578.0% | -12.8% |
| All | +17.8% | +578.9% | -561.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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