+17.8%
YUM vs ITW
+20.2%
-2.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -6.1% | -0.7% | -5.3% | -5.8% |
| 30D | -5.8% | -8.3% | +2.5% | -2.5% |
| 3M | -7.6% | +6.0% | -13.7% | -10.3% |
| 6M | -9.1% | 0.0% | -9.1% | -9.7% |
| YTD | -5.5% | +10.2% | -15.7% | -10.3% |
| 1Y | -3.7% | +3.2% | -6.9% | -6.1% |
| 3Y | +17.8% | +21.0% | -3.2% | +5.7% |
| All | +17.8% | +20.2% | -2.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling