+272.4%
YUM vs ALM
+8,394.4%
-8,122.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.8% |
| 7D | -1.7% | +8.4% | -10.1% | -1.7% |
| 30D | -0.8% | +34.8% | -35.7% | -0.9% |
| 3M | +1.5% | +16.2% | -14.8% | +1.4% |
| 6M | -6.1% | +2.1% | -8.2% | -6.2% |
| YTD | -0.2% | +117.0% | -117.3% | -0.5% |
| 1Y | +2.5% | +313.9% | -311.4% | +1.9% |
| 3Y | +24.6% | +2,327.9% | -2,303.3% | +23.2% |
| 5Y | +25.7% | +1,040.6% | -1,015.0% | +24.4% |
| 10Y | +179.7% | +3,219.4% | -3,039.8% | +175.6% |
| All | +272.4% | +8,394.4% | -8,122.0% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling