+165.5%
YUM vs IT
+103.1%
+62.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -3.4% |
| 7D | -6.1% | -3.7% | -2.4% | -5.3% |
| 30D | -5.8% | +0.1% | -5.9% | -6.1% |
| 3M | -7.6% | +20.7% | -28.3% | -13.5% |
| 6M | -9.1% | +12.0% | -21.1% | -14.0% |
| YTD | -5.5% | -28.8% | +23.3% | +0.6% |
| 1Y | -3.7% | -25.5% | +21.8% | +0.3% |
| 3Y | +17.8% | -48.8% | +66.5% | +33.4% |
| 5Y | +19.3% | -42.7% | +62.0% | +26.4% |
| All | +165.5% | +103.1% | +62.5% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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