+21.8%
YUM vs Z
-66.6%
+88.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | -5.2% | -11.6% | +6.4% | -4.0% |
| 30D | -0.1% | -8.5% | +8.4% | +0.7% |
| 3M | -4.3% | -7.9% | +3.6% | -3.8% |
| 6M | -8.7% | -29.1% | +20.4% | -6.0% |
| YTD | -3.5% | -54.2% | +50.7% | +3.7% |
| 1Y | +0.5% | -63.5% | +64.0% | +10.3% |
| 3Y | +20.5% | -38.6% | +59.1% | +22.8% |
| 5Y | +21.8% | -66.0% | +87.8% | +19.8% |
| All | +21.8% | -66.6% | +88.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling