+335.4%
RF vs YUM
+177.1%
+158.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -1.6% | -5.2% | +3.6% | +1.5% |
| 30D | -4.3% | -0.1% | -4.2% | -4.6% |
| 3M | +5.9% | -4.3% | +10.1% | +7.6% |
| 6M | +14.1% | -8.7% | +22.9% | +18.9% |
| YTD | +13.8% | -3.5% | +17.3% | +13.9% |
| 1Y | +15.2% | +0.5% | +14.8% | +11.7% |
| 3Y | +90.6% | +20.5% | +70.0% | +58.3% |
| 5Y | +88.9% | +21.8% | +67.1% | +53.1% |
| All | +335.4% | +177.1% | +158.3% | +111.9% |
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