+3,947.2%
YUM vs ECL
+3,056.5%
+890.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.9% |
| 7D | -6.1% | -1.1% | -4.9% | -5.6% |
| 30D | -5.8% | -0.8% | -5.0% | -5.5% |
| 3M | -7.6% | +5.0% | -12.7% | -10.0% |
| 6M | -9.1% | +0.2% | -9.4% | -9.8% |
| YTD | -5.5% | +5.8% | -11.3% | -8.6% |
| 1Y | -3.7% | +1.5% | -5.3% | -5.2% |
| 3Y | +17.8% | +55.0% | -37.2% | -6.6% |
| 5Y | +19.3% | +29.3% | -10.0% | +0.4% |
| 10Y | +170.7% | +159.3% | +11.4% | +58.3% |
| All | +3,947.2% | +3,056.5% | +890.7% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling