+20.3%
YUM vs ECL
+53.7%
-33.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.2% | -2.6% | -2.6% | -4.3% |
| 30D | -0.1% | -4.6% | +4.5% | +1.5% |
| 3M | -4.3% | +6.0% | -10.3% | -6.5% |
| 6M | -8.7% | -3.0% | -5.8% | -8.1% |
| YTD | -3.5% | +4.0% | -7.5% | -5.4% |
| 1Y | +0.5% | +2.0% | -1.6% | -0.9% |
| All | +20.3% | +53.7% | -33.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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