-28.1%
ARKK vs YUM
+19.0%
-47.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.8% |
| 7D | -3.1% | -6.1% | +3.0% | +0.5% |
| 30D | +2.7% | -5.8% | +8.5% | +6.0% |
| 3M | +10.8% | -7.6% | +18.4% | +14.9% |
| 6M | +14.4% | -9.1% | +23.5% | +19.1% |
| YTD | +8.7% | -5.5% | +14.2% | +9.1% |
| 1Y | +6.7% | -3.7% | +10.5% | +4.5% |
| 3Y | +87.4% | +17.8% | +69.6% | +42.3% |
| All | -28.1% | +19.0% | -47.1% | -50.8% |
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 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