+4,173.9%
YUM vs EAT
+4,219.9%
-46.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -1.7% | -4.9% | +3.3% | -0.5% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | +1.5% | +52.2% | -50.8% | -9.1% |
| 6M | -6.1% | +65.0% | -71.1% | -18.4% |
| YTD | -0.2% | +55.0% | -55.3% | -12.3% |
| 1Y | +2.5% | +42.1% | -39.6% | -8.7% |
| 3Y | +24.6% | +614.7% | -590.1% | -31.6% |
| 5Y | +25.7% | +322.7% | -297.1% | -25.6% |
| 10Y | +179.7% | +382.0% | -202.3% | +27.3% |
| All | +4,173.9% | +4,219.9% | -46.0% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling