+24.6%
YUM vs EXPD
+66.3%
-41.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -0.8% | +4.1% | -4.9% | -1.4% |
| 3M | +1.5% | +13.8% | -12.3% | -0.7% |
| 6M | -6.1% | +27.3% | -33.4% | -10.0% |
| YTD | -0.2% | +25.4% | -25.7% | -4.8% |
| 1Y | +2.5% | +54.4% | -51.9% | -7.4% |
| 3Y | +24.6% | +67.9% | -43.3% | +7.3% |
| All | +24.6% | +66.3% | -41.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling