+13.4%
YUM vs RVMD
+244.4%
-231.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +5.9% |
| 7D | +10.8% | +5.8% | +4.9% | +10.8% |
| 30D | +21.4% | -3.8% | +25.3% | +21.4% |
| 3M | +13.2% | +3.2% | +10.0% | +13.0% |
| 6M | +8.8% | +35.0% | -26.2% | +8.4% |
| YTD | +11.5% | +150.7% | -139.2% | +11.6% |
| 1Y | +13.4% | +241.0% | -227.6% | +12.2% |
| All | +13.4% | +244.4% | -231.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling