+144.5%
RF vs YUM
+4,562.8%
-4,418.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -3.7% | +2.3% | +0.5% |
| 30D | +4.6% | +9.2% | -4.5% | -0.1% |
| 3M | -8.4% | +11.2% | -19.7% | -13.8% |
| 6M | +8.9% | +7.7% | +1.2% | +3.6% |
| YTD | +8.8% | +7.5% | +1.4% | +3.1% |
| 1Y | +18.9% | +8.3% | +10.6% | +12.1% |
| 3Y | +116.0% | +34.8% | +81.2% | +77.9% |
| 5Y | +46.0% | +41.6% | +4.4% | +16.5% |
| 10Y | +231.7% | +215.3% | +16.4% | +77.3% |
| All | +144.5% | +4,562.8% | -4,418.3% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling