+2.6%
YUM vs Q
+75.4%
-72.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -5.2% | +4.1% | -9.3% | -5.2% |
| 30D | -0.1% | -10.7% | +10.6% | -0.1% |
| 3M | -4.3% | -11.7% | +7.4% | -5.0% |
| 6M | -8.7% | +8.3% | -17.0% | -10.3% |
| YTD | -3.5% | +51.3% | -54.8% | -6.7% |
| All | +2.6% | +75.4% | -72.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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