+20.0%
YUM vs QSR
+40.5%
-20.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -6.1% | -4.0% | -2.1% | -4.4% |
| 30D | -5.8% | +2.8% | -8.6% | -6.9% |
| 3M | -7.6% | +5.1% | -12.7% | -9.7% |
| 6M | -9.1% | +8.8% | -18.0% | -12.9% |
| YTD | -5.5% | +14.8% | -20.4% | -12.0% |
| 1Y | -3.7% | +25.7% | -29.4% | -14.2% |
| 3Y | +17.8% | +27.5% | -9.7% | +1.8% |
| All | +20.0% | +40.5% | -20.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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