-35.7%
U vs YUM
+68.9%
-104.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +5.8% |
| 7D | +5.5% | -6.1% | +11.6% | +9.6% |
| 30D | -1.3% | -5.8% | +4.5% | +2.1% |
| 3M | +64.6% | -7.6% | +72.2% | +71.6% |
| 6M | +119.4% | -9.1% | +128.5% | +128.7% |
| YTD | -0.5% | -5.5% | +5.0% | -0.9% |
| 1Y | +1.3% | -3.7% | +5.0% | -2.1% |
| 3Y | +15.6% | +17.8% | -2.2% | -10.8% |
| 5Y | -67.5% | +19.3% | -86.7% | -76.5% |
| All | -35.7% | +68.9% | -104.6% | -56.9% |
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