+36.4%
YUM vs S
+41.6%
-5.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +10.0% | -2.7% | +12.7% | +10.0% |
| 3M | +7.5% | -6.9% | +14.4% | +7.4% |
| 6M | +8.8% | +38.1% | -29.3% | +8.0% |
| YTD | +8.2% | +48.0% | -39.8% | +7.2% |
| 1Y | +9.8% | +34.5% | -24.6% | +9.1% |
| 3Y | +36.4% | +38.3% | -1.9% | +33.9% |
| All | +36.4% | +41.6% | -5.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling