+22.9%
YUM vs AR
+148.2%
-125.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -4.0% | -1.2% | -2.9% | -4.0% |
| 30D | -0.1% | +5.5% | -5.6% | -0.4% |
| 3M | -4.3% | +12.9% | -17.1% | -4.9% |
| 6M | -8.7% | +0.1% | -8.8% | -8.9% |
| YTD | -3.1% | +13.5% | -16.7% | -4.2% |
| 1Y | +1.0% | +21.6% | -20.6% | -0.7% |
| 3Y | +21.0% | +46.0% | -25.0% | +16.0% |
| 5Y | +22.9% | +143.7% | -120.9% | +14.2% |
| All | +22.9% | +148.2% | -125.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling