+361.5%
ALL vs YUM
+171.3%
+190.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -2.3% | -6.1% | +3.8% | +0.6% |
| 30D | -0.4% | -5.8% | +5.4% | +2.3% |
| 3M | +16.0% | -7.6% | +23.7% | +19.9% |
| 6M | +24.6% | -9.1% | +33.7% | +29.4% |
| YTD | +23.7% | -5.5% | +29.2% | +25.7% |
| 1Y | +27.7% | -3.7% | +31.4% | +28.2% |
| 3Y | +150.2% | +17.8% | +132.4% | +122.8% |
| 5Y | +117.1% | +19.3% | +97.8% | +89.5% |
| All | +361.5% | +171.3% | +190.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 10y: compounded portfolio wealth divided by compounded YUM 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…
10y analysis · Full analysis span regression · 6 months rolling