+143.8%
IBM vs YUM
+171.3%
-27.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.8% |
| 7D | +3.6% | -6.1% | +9.6% | +6.0% |
| 30D | +3.1% | -5.8% | +8.9% | +5.3% |
| 3M | -10.8% | -7.6% | -3.2% | -8.1% |
| 6M | -0.8% | -9.1% | +8.3% | +2.5% |
| YTD | -16.2% | -5.5% | -10.7% | -15.1% |
| 1Y | -2.9% | -3.7% | +0.8% | -2.8% |
| 3Y | +79.8% | +17.8% | +62.0% | +62.5% |
| 5Y | +124.9% | +19.3% | +105.6% | +98.9% |
| All | +143.8% | +171.3% | -27.5% | +58.2% |
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