+901.1%
DUK vs YUM
+4,000.0%
-3,098.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -0.7% | -6.1% | +5.4% | +0.6% |
| 30D | -2.4% | -5.8% | +3.4% | -1.3% |
| 3M | -3.0% | -7.6% | +4.6% | -1.5% |
| 6M | -6.6% | -9.1% | +2.6% | -4.9% |
| YTD | +4.6% | -5.5% | +10.1% | +5.4% |
| 1Y | +1.2% | -3.7% | +4.9% | +1.5% |
| 3Y | +45.7% | +17.8% | +27.9% | +39.3% |
| 5Y | +40.3% | +19.3% | +21.0% | +33.2% |
| 10Y | +129.9% | +170.7% | -40.8% | +84.1% |
| All | +901.1% | +4,000.0% | -3,098.9% | +453.2% |
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 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