+313.7%
YUM vs INDA
+107.4%
+206.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -5.2% | -3.6% | -1.6% | -3.9% |
| 30D | -0.1% | -4.0% | +3.9% | +1.4% |
| 3M | -4.3% | +1.7% | -6.0% | -5.0% |
| 6M | -8.7% | -3.6% | -5.1% | -7.6% |
| YTD | -3.5% | -11.0% | +7.5% | +0.6% |
| 1Y | +0.5% | -9.5% | +10.0% | +3.9% |
| 3Y | +20.5% | +7.6% | +12.9% | +15.8% |
| 5Y | +21.8% | +4.8% | +17.0% | +17.8% |
| 10Y | +176.5% | +82.3% | +94.2% | +109.1% |
| All | +313.7% | +107.4% | +206.4% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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