+201.4%
B vs YUM
+171.3%
+30.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -2.4% | -6.1% | +3.7% | -0.9% |
| 30D | +6.3% | -5.8% | +12.2% | +7.9% |
| 3M | +12.1% | -7.6% | +19.8% | +14.3% |
| 6M | -3.1% | -9.1% | +6.1% | -1.0% |
| YTD | +2.0% | -5.5% | +7.5% | +3.0% |
| 1Y | +51.7% | -3.7% | +55.4% | +52.2% |
| 3Y | +190.5% | +17.8% | +172.7% | +175.7% |
| 5Y | +158.0% | +19.3% | +138.7% | +142.3% |
| All | +201.4% | +171.3% | +30.1% | +144.7% |
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