+13.4%
YUM vs ET
+24.7%
-11.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.4% | +5.3% |
| 7D | +10.8% | -6.0% | +16.8% | +9.8% |
| 30D | +21.4% | -6.1% | +27.5% | +20.6% |
| 3M | +13.2% | -2.7% | +15.9% | +12.7% |
| 6M | +8.8% | +0.2% | +8.6% | +8.5% |
| YTD | +11.5% | +24.3% | -12.8% | +14.5% |
| 1Y | +13.4% | +26.4% | -13.0% | +16.8% |
| All | +13.4% | +24.7% | -11.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling