+159.7%
RF vs YUM
+4,264.3%
-4,104.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.3% | -2.0% | +3.4% | +2.4% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | +8.1% | +1.8% | +6.3% | +6.3% |
| 6M | +11.5% | -4.7% | +16.2% | +13.1% |
| YTD | +15.6% | +0.6% | +15.0% | +13.6% |
| 1Y | +15.7% | +6.4% | +9.3% | +9.9% |
| 3Y | +86.9% | +22.6% | +64.3% | +62.0% |
| 5Y | +89.8% | +26.0% | +63.9% | +61.1% |
| 10Y | +344.7% | +174.6% | +170.1% | +154.9% |
| All | +159.7% | +4,264.3% | -4,104.6% | -39.4% |
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