+165.5%
YUM vs DKS
+206.3%
-40.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -6.1% | -2.0% | -4.0% | -5.8% |
| 30D | -5.8% | -32.7% | +26.9% | -1.3% |
| 3M | -7.6% | -38.8% | +31.2% | -2.0% |
| 6M | -9.1% | -29.4% | +20.3% | -5.9% |
| YTD | -5.5% | -30.3% | +24.8% | -2.1% |
| 1Y | -3.7% | -39.6% | +35.9% | +1.7% |
| 3Y | +17.8% | +32.2% | -14.4% | +5.8% |
| 5Y | +19.3% | +15.1% | +4.2% | +5.3% |
| All | +165.5% | +206.3% | -40.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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