+714.1%
YUM vs ACWI
+356.8%
+357.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -1.1% | +0.9% | -2.0% | -1.8% |
| 3M | +1.8% | +2.4% | -0.6% | -0.4% |
| 6M | -4.7% | +12.4% | -17.1% | -13.5% |
| YTD | +0.6% | +15.2% | -14.6% | -10.5% |
| 1Y | +6.4% | +22.7% | -16.3% | -10.1% |
| 3Y | +22.6% | +75.8% | -53.2% | -22.9% |
| 5Y | +26.0% | +67.7% | -41.8% | -18.5% |
| 10Y | +174.6% | +229.0% | -54.4% | +2.7% |
| All | +714.1% | +356.8% | +357.3% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling