+190.0%
YUM vs Z
+17.0%
+173.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | 0.0% |
| 7D | -1.7% | -3.3% | +1.6% | -1.3% |
| 30D | -0.8% | -3.7% | +2.9% | -0.5% |
| 3M | +1.5% | -7.0% | +8.4% | +1.9% |
| 6M | -6.1% | -29.5% | +23.4% | -2.8% |
| YTD | -0.2% | -52.6% | +52.3% | +7.9% |
| 1Y | +2.5% | -64.0% | +66.5% | +14.2% |
| 3Y | +24.6% | -36.4% | +61.0% | +26.6% |
| 5Y | +25.7% | -65.8% | +91.4% | +32.0% |
| 10Y | +179.7% | -5.8% | +185.5% | +131.0% |
| All | +190.0% | +17.0% | +173.0% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling