+2,874.5%
V vs YUM
+687.3%
+2,187.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.2% |
| 30D | +1.9% | -0.8% | +2.7% | +2.1% |
| 3M | +15.5% | +1.5% | +14.1% | +14.1% |
| 6M | +16.6% | -6.1% | +22.7% | +19.7% |
| YTD | +5.7% | -0.2% | +6.0% | +4.8% |
| 1Y | +8.6% | +2.5% | +6.1% | +5.8% |
| 3Y | +52.5% | +24.6% | +27.9% | +31.4% |
| 5Y | +67.1% | +25.7% | +41.5% | +42.6% |
| 10Y | +376.8% | +179.7% | +197.1% | +165.0% |
| All | +2,874.5% | +687.3% | +2,187.2% | +676.1% |
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