+173.5%
RTX vs YUM
+20.4%
+153.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.0% | -5.2% | +3.2% | -1.1% |
| 30D | -11.2% | -0.1% | -11.1% | -11.3% |
| 3M | +12.0% | -4.3% | +16.3% | +12.7% |
| 6M | -3.6% | -8.7% | +5.1% | -2.2% |
| YTD | +9.2% | -3.5% | +12.7% | +9.6% |
| 1Y | +29.7% | +0.5% | +29.3% | +29.3% |
| All | +173.5% | +20.4% | +153.1% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling