+17.8%
YUM vs QS
-24.6%
+42.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -6.1% | -3.6% | -2.4% | -6.0% |
| 30D | -5.8% | -17.2% | +11.4% | -5.6% |
| 3M | -7.6% | -27.0% | +19.3% | -7.3% |
| 6M | -9.1% | -24.6% | +15.4% | -9.1% |
| YTD | -5.5% | -49.3% | +43.8% | -4.7% |
| 1Y | -3.7% | -40.3% | +36.6% | -4.2% |
| 3Y | +17.8% | -23.8% | +41.6% | +13.8% |
| All | +17.8% | -24.6% | +42.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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