-11.4%
RKT vs YUM
+19.0%
-30.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.1% |
| 7D | -6.3% | -6.1% | -0.2% | -2.8% |
| 30D | -6.2% | -5.8% | -0.4% | -3.1% |
| 3M | -1.9% | -7.6% | +5.8% | +1.7% |
| 6M | -13.0% | -9.1% | -3.9% | -9.2% |
| YTD | -31.9% | -5.5% | -26.4% | -30.9% |
| 1Y | -37.6% | -3.7% | -33.9% | -37.5% |
| 3Y | +36.8% | +17.8% | +19.0% | +12.8% |
| All | -11.4% | +19.0% | -30.4% | -33.7% |
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