+115.4%
ALL vs YUM
+21.6%
+93.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -4.3% | -5.2% | +0.9% | -2.5% |
| 30D | -3.6% | -0.1% | -3.5% | -3.7% |
| 3M | +13.2% | -4.3% | +17.5% | +14.7% |
| 6M | +22.5% | -8.7% | +31.2% | +26.1% |
| YTD | +22.7% | -3.5% | +26.2% | +23.4% |
| 1Y | +28.3% | +0.5% | +27.9% | +26.7% |
| 3Y | +152.0% | +20.5% | +131.5% | +128.5% |
| 5Y | +115.4% | +21.8% | +93.6% | +92.9% |
| All | +115.4% | +21.6% | +93.8% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling