+291.5%
C vs YUM
+177.1%
+114.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +0.3% | -5.2% | +5.5% | +3.4% |
| 30D | +2.0% | -0.1% | +2.1% | +1.7% |
| 3M | +4.4% | -4.3% | +8.6% | +6.1% |
| 6M | +28.3% | -8.7% | +37.1% | +33.9% |
| YTD | +20.5% | -3.5% | +24.0% | +20.8% |
| 1Y | +45.5% | +0.5% | +45.1% | +41.4% |
| 3Y | +274.0% | +20.5% | +253.5% | +211.7% |
| 5Y | +136.1% | +21.8% | +114.3% | +91.2% |
| All | +291.5% | +177.1% | +114.4% | +91.6% |
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