+13.4%
YUM vs S
+36.5%
-23.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +6.0% |
| 7D | +10.8% | -8.2% | +19.0% | +10.4% |
| 30D | +21.4% | -7.6% | +29.0% | +21.1% |
| 3M | +13.2% | +12.0% | +1.2% | +13.8% |
| 6M | +8.8% | +50.6% | -41.8% | +11.0% |
| YTD | +11.5% | +56.6% | -45.1% | +14.7% |
| 1Y | +13.4% | +39.2% | -25.9% | +17.3% |
| All | +13.4% | +36.5% | -23.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling