+4,033.9%
YUM vs EME
+18,195.2%
-14,161.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -0.1% | -8.4% | +8.3% | +1.9% |
| 3M | -4.3% | -3.6% | -0.7% | -4.5% |
| 6M | -8.7% | +3.6% | -12.3% | -11.2% |
| YTD | -3.5% | +22.5% | -26.0% | -10.6% |
| 1Y | +0.5% | +18.2% | -17.7% | -7.2% |
| 3Y | +20.5% | +238.4% | -217.8% | -20.4% |
| 5Y | +21.8% | +550.5% | -528.7% | -34.2% |
| 10Y | +176.5% | +1,295.3% | -1,118.8% | +14.7% |
| All | +4,033.9% | +18,195.2% | -14,161.3% | +846.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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