+89.2%
USB vs YUM
+215.0%
-125.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.8% | +2.1% | -1.3% | -0.4% |
| 30D | +6.8% | +11.1% | -4.3% | +1.2% |
| 3M | -3.8% | +7.3% | -11.0% | -7.7% |
| 6M | +11.7% | +6.9% | +4.8% | +6.9% |
| YTD | +17.5% | +7.9% | +9.6% | +11.1% |
| 1Y | +33.8% | +10.0% | +23.8% | +25.0% |
| 3Y | +104.2% | +36.7% | +67.5% | +64.4% |
| 5Y | +26.4% | +40.2% | -13.8% | -0.9% |
| 10Y | +89.2% | +210.6% | -121.4% | +1.8% |
| All | +89.2% | +215.0% | -125.8% | +1.8% |
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 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