+4,070.4%
YUM vs IT
+520.9%
+3,549.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -3.6% | -9.1% | +5.6% | -1.9% |
| 30D | +0.4% | -12.2% | +12.5% | +2.7% |
| 3M | -3.8% | +7.8% | -11.6% | -6.4% |
| 6M | -8.3% | +2.0% | -10.3% | -10.4% |
| YTD | -2.6% | -32.7% | +30.1% | +2.2% |
| 1Y | +1.5% | -31.1% | +32.6% | +5.6% |
| 3Y | +21.6% | -52.1% | +73.7% | +33.6% |
| 5Y | +23.5% | -46.3% | +69.8% | +31.3% |
| 10Y | +178.9% | +91.4% | +87.6% | +127.4% |
| All | +4,070.4% | +520.9% | +3,549.5% | +2,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling