+89.8%
RF vs YUM
+26.6%
+63.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.7% | -1.7% | +4.3% | +3.3% |
| 30D | -3.4% | -0.8% | -2.5% | -3.2% |
| 3M | +6.4% | +1.5% | +4.9% | +5.1% |
| 6M | +13.4% | -6.1% | +19.5% | +15.5% |
| YTD | +14.2% | -0.2% | +14.5% | +12.9% |
| 1Y | +15.7% | +2.5% | +13.2% | +12.6% |
| 3Y | +91.3% | +24.6% | +66.7% | +63.6% |
| 5Y | +89.8% | +25.7% | +64.1% | +59.1% |
| All | +89.8% | +26.6% | +63.2% | +59.1% |
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