+165.5%
YUM vs EFX
+42.6%
+123.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -6.1% | -4.5% | -1.5% | -4.9% |
| 30D | -5.8% | -6.1% | +0.3% | -4.4% |
| 3M | -7.6% | +6.2% | -13.8% | -9.7% |
| 6M | -9.1% | -11.2% | +2.1% | -7.2% |
| YTD | -5.5% | -21.4% | +15.9% | -0.9% |
| 1Y | -3.7% | -34.3% | +30.6% | +6.1% |
| 3Y | +17.8% | -12.5% | +30.3% | +15.2% |
| 5Y | +19.3% | -35.6% | +54.8% | +25.5% |
| All | +165.5% | +42.6% | +123.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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