+17.8%
YUM vs RUN
-39.0%
+56.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -6.1% | -3.7% | -2.3% | -6.0% |
| 30D | -5.8% | -13.0% | +7.2% | -5.6% |
| 3M | -7.6% | -31.8% | +24.2% | -6.9% |
| 6M | -9.1% | -32.2% | +23.1% | -8.7% |
| YTD | -5.5% | -53.5% | +48.0% | -4.5% |
| 1Y | -3.7% | -46.5% | +42.8% | -3.4% |
| 3Y | +17.8% | -37.6% | +55.4% | +13.0% |
| All | +17.8% | -39.0% | +56.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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