-10.2%
DOW vs YUM
+68.3%
-78.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -2.4% | -5.2% | +2.8% | +0.3% |
| 30D | -4.1% | -0.1% | -4.0% | -4.3% |
| 3M | -12.4% | -4.3% | -8.2% | -11.3% |
| 6M | -10.6% | -8.7% | -1.9% | -7.9% |
| YTD | +31.1% | -3.5% | +34.6% | +30.7% |
| 1Y | +30.5% | +0.5% | +30.1% | +26.7% |
| 3Y | -34.4% | +20.5% | -54.9% | -43.4% |
| 5Y | -35.5% | +21.8% | -57.3% | -45.6% |
| All | -10.2% | +68.3% | -78.5% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling