+165.8%
RTX vs YUM
+21.6%
+144.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.0% | -5.2% | +3.2% | -0.5% |
| 30D | -11.2% | -0.1% | -11.1% | -11.4% |
| 3M | +12.0% | -4.3% | +16.3% | +13.1% |
| 6M | -3.6% | -8.7% | +5.1% | -1.4% |
| YTD | +9.2% | -3.5% | +12.7% | +9.7% |
| 1Y | +29.7% | +0.5% | +29.3% | +28.4% |
| 3Y | +152.0% | +20.5% | +131.4% | +130.4% |
| 5Y | +165.8% | +21.8% | +143.9% | +138.8% |
| All | +165.8% | +21.6% | +144.1% | +138.8% |
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