+914.0%
YUM vs CAPR
-99.1%
+1,013.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | -1.7% | -9.5% | +7.8% | -1.6% |
| 30D | -0.8% | +121.5% | -122.3% | -1.5% |
| 3M | +1.5% | -65.4% | +66.8% | +1.7% |
| 6M | -6.1% | -67.5% | +61.4% | -5.8% |
| YTD | -0.2% | -68.6% | +68.4% | 0.0% |
| 1Y | +2.5% | +42.7% | -40.2% | -0.3% |
| 3Y | +24.6% | +43.4% | -18.8% | +19.9% |
| 5Y | +25.7% | +86.0% | -60.4% | +20.1% |
| 10Y | +179.7% | -77.4% | +257.1% | +159.5% |
| All | +914.0% | -99.1% | +1,013.1% | +828.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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