+20.3%
YUM vs AS
+114.1%
-93.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -1.7% | -2.6% | +1.0% | -1.5% |
| 30D | -0.8% | -22.1% | +21.3% | +0.3% |
| 3M | +1.5% | -15.3% | +16.8% | +2.1% |
| 6M | -6.1% | -15.6% | +9.5% | -5.5% |
| YTD | -0.2% | -23.2% | +23.0% | +0.6% |
| 1Y | +2.5% | -21.7% | +24.2% | +3.1% |
| All | +20.3% | +114.1% | -93.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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