+20.3%
YUM vs Z
-39.0%
+59.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | -5.2% | -11.6% | +6.4% | -4.2% |
| 30D | -0.1% | -8.5% | +8.4% | +0.6% |
| 3M | -4.3% | -7.9% | +3.6% | -3.9% |
| 6M | -8.7% | -29.1% | +20.4% | -6.4% |
| YTD | -3.5% | -54.2% | +50.7% | +2.8% |
| 1Y | +0.5% | -63.5% | +64.0% | +9.2% |
| All | +20.3% | -39.0% | +59.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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