+4,502.8%
YUM vs EXPD
+4,650.0%
-147.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.0% | -7.4% | +9.4% | +4.1% |
| 30D | +10.6% | -2.1% | +12.7% | +11.1% |
| 3M | +10.8% | +5.7% | +5.1% | +8.9% |
| 6M | +6.5% | +21.4% | -14.9% | +0.3% |
| YTD | +7.5% | +27.6% | -20.2% | -1.2% |
| 1Y | +10.2% | +36.1% | -26.0% | -0.7% |
| 3Y | +34.8% | +69.9% | -35.1% | +12.6% |
| 5Y | +40.0% | +59.7% | -19.6% | +17.2% |
| 10Y | +212.0% | +323.0% | -111.0% | +94.9% |
| All | +4,502.8% | +4,650.0% | -147.1% | +1,544.2% |
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