+23.5%
YUM vs D
+5.1%
+18.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -3.6% | -0.4% | -3.1% | -3.4% |
| 30D | +0.4% | -2.1% | +2.5% | +0.9% |
| 3M | -3.8% | -0.7% | -3.0% | -3.7% |
| 6M | -8.3% | +5.6% | -13.9% | -9.9% |
| YTD | -2.6% | +14.6% | -17.2% | -6.5% |
| 1Y | +1.5% | +15.3% | -13.8% | -2.8% |
| 3Y | +21.6% | +59.1% | -37.5% | +6.5% |
| 5Y | +23.5% | +3.9% | +19.6% | +21.9% |
| All | +23.5% | +5.1% | +18.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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