+4,033.9%
YUM vs OMC
+760.4%
+3,273.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.4% |
| 7D | -5.2% | -6.2% | +1.0% | -3.1% |
| 30D | -0.1% | -7.6% | +7.5% | +2.5% |
| 3M | -4.3% | +7.4% | -11.7% | -7.1% |
| 6M | -8.7% | +0.1% | -8.9% | -9.5% |
| YTD | -3.5% | +0.4% | -3.9% | -5.5% |
| 1Y | +0.5% | +7.8% | -7.3% | -4.5% |
| 3Y | +20.5% | +11.8% | +8.7% | +10.6% |
| 5Y | +21.8% | +32.5% | -10.6% | +2.6% |
| 10Y | +176.5% | +34.2% | +142.3% | +119.7% |
| All | +4,033.9% | +760.4% | +3,273.6% | +1,452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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