+215.3%
YUM vs ACWI
+227.3%
-12.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | +9.2% | -2.0% | +11.2% | +10.6% |
| 3M | +11.2% | -2.2% | +13.4% | +12.7% |
| 6M | +7.7% | +1.9% | +5.8% | +5.5% |
| YTD | +7.5% | +12.0% | -4.5% | -2.2% |
| 1Y | +8.3% | +12.5% | -4.2% | -1.9% |
| 3Y | +34.8% | +75.4% | -40.6% | -15.0% |
| 5Y | +41.6% | +61.5% | -19.9% | -5.0% |
| 10Y | +215.3% | +227.1% | -11.8% | +21.1% |
| All | +215.3% | +227.3% | -12.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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