+4,208.2%
YUM vs EXPD
+4,640.2%
-432.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -1.1% | +4.1% | -5.2% | -2.2% |
| 3M | +1.8% | +17.9% | -16.1% | -3.1% |
| 6M | -4.7% | +29.2% | -34.0% | -12.0% |
| YTD | +0.6% | +27.4% | -26.8% | -7.3% |
| 1Y | +6.4% | +56.8% | -50.4% | -7.8% |
| 3Y | +22.6% | +68.0% | -45.4% | +2.8% |
| 5Y | +26.0% | +61.9% | -35.9% | +4.9% |
| 10Y | +174.6% | +316.0% | -141.4% | +72.6% |
| All | +4,208.2% | +4,640.2% | -432.0% | +1,442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling