-0.4%
YUM vs IRE
-84.0%
+83.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -2.5% |
| 7D | -3.6% | +29.0% | -32.6% | -3.4% |
| 30D | +0.4% | +24.2% | -23.8% | +0.6% |
| 3M | -3.8% | -53.2% | +49.4% | -4.4% |
| 6M | -8.3% | -36.0% | +27.8% | -8.2% |
| YTD | -2.6% | -51.0% | +48.4% | -1.8% |
| All | -0.4% | -84.0% | +83.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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