+606.1%
COST vs YUM
+171.3%
+434.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -1.2% | -6.1% | +4.9% | +0.8% |
| 30D | -4.7% | -5.8% | +1.1% | -3.0% |
| 3M | -7.1% | -7.6% | +0.5% | -5.0% |
| 6M | -8.5% | -9.1% | +0.6% | -6.1% |
| YTD | +5.4% | -5.5% | +10.9% | +6.7% |
| 1Y | -5.6% | -3.7% | -1.9% | -5.3% |
| 3Y | +68.5% | +17.8% | +50.7% | +56.4% |
| 5Y | +105.2% | +19.3% | +86.0% | +88.5% |
| All | +606.1% | +171.3% | +434.8% | +440.2% |
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