+179.1%
YUM vs RUN
-32.6%
+211.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.1% | -2.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | +0.4% | -10.8% | +11.2% | +1.0% |
| 3M | -3.8% | -30.2% | +26.4% | -2.0% |
| 6M | -8.3% | -22.3% | +14.0% | -7.7% |
| YTD | -2.6% | -52.2% | +49.5% | +0.3% |
| 1Y | +1.5% | -45.1% | +46.6% | +2.8% |
| 3Y | +21.6% | -37.1% | +58.7% | +11.9% |
| 5Y | +23.5% | -80.3% | +103.8% | +19.6% |
| 10Y | +178.9% | +45.2% | +133.7% | +101.0% |
| All | +179.1% | -32.6% | +211.8% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling