+252.1%
INTC vs YUM
+171.3%
+80.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.5% |
| 7D | +7.5% | -6.1% | +13.5% | +10.2% |
| 30D | +2.0% | -5.8% | +7.8% | +4.2% |
| 3M | -12.0% | -7.6% | -4.4% | -9.9% |
| 6M | +114.5% | -9.1% | +123.7% | +119.9% |
| YTD | +179.0% | -5.5% | +184.5% | +179.5% |
| 1Y | +318.3% | -3.7% | +322.0% | +311.0% |
| 3Y | +171.2% | +17.8% | +153.4% | +138.5% |
| 5Y | +107.6% | +19.3% | +88.3% | +79.8% |
| All | +252.1% | +171.3% | +80.8% | +122.3% |
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