-10.1%
MSCI vs YUM
+22.4%
-32.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.9% |
| 7D | -1.1% | -3.6% | +2.5% | +0.9% |
| 30D | -1.2% | +0.4% | -1.6% | -1.6% |
| 3M | -8.4% | -3.8% | -4.6% | -6.9% |
| 6M | -1.0% | -8.3% | +7.2% | +3.0% |
| YTD | -2.3% | -2.6% | +0.4% | -2.5% |
| 1Y | -1.2% | +1.5% | -2.7% | -4.6% |
| 3Y | +7.9% | +21.6% | -13.7% | -13.1% |
| 5Y | -10.1% | +23.5% | -33.6% | -28.7% |
| All | -10.1% | +22.4% | -32.5% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling