+40.1%
YUM vs P
+279.3%
-239.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.2% | +1.3% |
| 7D | +0.1% | +11.6% | -11.5% | -0.1% |
| 30D | +10.0% | -23.7% | +33.7% | +10.6% |
| 3M | +7.5% | -8.0% | +15.5% | +7.4% |
| 6M | +8.8% | +27.9% | -19.1% | +7.1% |
| YTD | +8.2% | +61.2% | -53.0% | +5.0% |
| 1Y | +9.8% | +28.6% | -18.8% | +7.4% |
| 3Y | +36.4% | +200.5% | -164.0% | +17.3% |
| All | +40.1% | +279.3% | -239.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling