+4,806.3%
SPGI vs YUM
+4,595.4%
+210.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +15.9% | +10.0% | +5.9% | +11.7% |
| 3M | +12.3% | +7.5% | +4.8% | +9.1% |
| 6M | +23.7% | +8.8% | +14.9% | +19.3% |
| YTD | -3.5% | +8.2% | -11.8% | -7.2% |
| 1Y | +0.4% | +9.8% | -9.4% | -4.0% |
| 3Y | +29.9% | +36.4% | -6.6% | +12.8% |
| 5Y | +15.2% | +41.7% | -26.5% | -1.4% |
| 10Y | +337.2% | +217.5% | +119.7% | +177.6% |
| All | +4,806.3% | +4,595.4% | +210.8% | +1,635.8% |
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 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