+9.8%
YUM vs EXPD
+40.4%
-30.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.2% |
| 7D | +0.1% | +5.5% | -5.4% | +0.2% |
| 30D | +10.0% | -0.8% | +10.8% | +9.8% |
| 3M | +7.5% | +4.1% | +3.3% | +7.4% |
| 6M | +8.8% | +25.7% | -16.9% | +9.5% |
| YTD | +8.2% | +31.4% | -23.2% | +6.8% |
| 1Y | +9.8% | +42.2% | -32.3% | +5.8% |
| All | +9.8% | +40.4% | -30.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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