+41.6%
YUM vs D
+13.0%
+28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.7% | -2.4% | -1.2% | -3.0% |
| 30D | +9.2% | +9.0% | +0.2% | +6.7% |
| 3M | +11.2% | +1.0% | +10.3% | +10.9% |
| 6M | +7.7% | +11.0% | -3.3% | +4.4% |
| YTD | +7.5% | +19.8% | -12.3% | +1.8% |
| 1Y | +8.3% | +16.0% | -7.6% | +3.5% |
| 3Y | +34.8% | +74.4% | -39.5% | +14.9% |
| 5Y | +41.6% | +13.5% | +28.1% | +36.3% |
| All | +41.6% | +13.0% | +28.6% | +36.3% |
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