+23.5%
YUM vs ROIV
+319.8%
-296.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -3.6% | +22.3% | -25.9% | -4.6% |
| 30D | +0.4% | +16.9% | -16.5% | -0.5% |
| 3M | -3.8% | +43.9% | -47.7% | -5.7% |
| 6M | -8.3% | +41.6% | -49.9% | -10.2% |
| YTD | -2.6% | +92.7% | -95.3% | -6.4% |
| 1Y | +1.5% | +210.2% | -208.7% | -5.0% |
| 3Y | +21.6% | +231.8% | -210.2% | +12.4% |
| 5Y | +23.5% | +319.8% | -296.3% | +4.5% |
| All | +23.5% | +319.8% | -296.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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