+4,173.9%
YUM vs RGEN
+14,475.6%
-10,301.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -0.8% | +2.8% | -3.7% | -1.0% |
| 3M | +1.5% | +34.5% | -33.0% | -0.1% |
| 6M | -6.1% | +40.5% | -46.6% | -7.9% |
| YTD | -0.2% | +2.8% | -3.1% | -0.7% |
| 1Y | +2.5% | +39.6% | -37.2% | +0.3% |
| 3Y | +24.6% | +4.4% | +20.2% | +22.4% |
| 5Y | +25.7% | -42.8% | +68.4% | +25.4% |
| 10Y | +179.7% | +406.7% | -227.0% | +152.3% |
| All | +4,173.9% | +14,475.6% | -10,301.7% | +3,285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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