+85.2%
F vs YUM
+177.1%
-91.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.7% |
| 7D | -3.7% | -5.2% | +1.5% | -0.6% |
| 30D | -0.7% | -0.1% | -0.6% | -1.1% |
| 3M | -1.9% | -4.3% | +2.4% | -0.5% |
| 6M | +16.1% | -8.7% | +24.8% | +20.6% |
| YTD | +9.5% | -3.5% | +13.0% | +9.6% |
| 1Y | +27.2% | +0.5% | +26.8% | +23.4% |
| 3Y | +36.3% | +20.5% | +15.8% | +12.5% |
| 5Y | +49.3% | +21.8% | +27.4% | +21.7% |
| All | +85.2% | +177.1% | -91.9% | -9.8% |
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