+4,535.0%
YUM vs D
+1,147.5%
+3,387.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +10.0% | +7.7% | +2.2% | +7.2% |
| 3M | +7.5% | -0.3% | +7.8% | +7.5% |
| 6M | +8.8% | +10.1% | -1.3% | +4.9% |
| YTD | +8.2% | +19.1% | -10.9% | +1.3% |
| 1Y | +9.8% | +15.9% | -6.1% | +3.7% |
| 3Y | +36.4% | +75.0% | -38.6% | +10.1% |
| 5Y | +41.7% | +13.4% | +28.3% | +31.4% |
| 10Y | +217.5% | +47.5% | +170.0% | +157.8% |
| All | +4,535.0% | +1,147.5% | +3,387.5% | +1,950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling