+42.3%
SWKS vs YUM
+174.3%
-132.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.8% |
| 7D | +6.8% | -3.6% | +10.4% | +8.7% |
| 30D | +11.3% | +0.4% | +10.9% | +10.6% |
| 3M | +4.1% | -3.8% | +7.8% | +5.0% |
| 6M | +39.7% | -8.3% | +47.9% | +43.7% |
| YTD | +23.2% | -2.6% | +25.9% | +22.1% |
| 1Y | +5.3% | +1.5% | +3.8% | +0.9% |
| 3Y | -15.1% | +21.6% | -36.7% | -29.6% |
| 5Y | -50.3% | +23.5% | -73.8% | -59.5% |
| 10Y | +42.3% | +178.9% | -136.6% | -33.4% |
| All | +42.3% | +174.3% | -132.0% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling