+35.2%
YUM vs S
-57.1%
+92.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -5.8% | -11.4% | +5.6% | -5.3% |
| 3M | -7.6% | +33.8% | -41.4% | -9.3% |
| 6M | -9.1% | +39.5% | -48.6% | -11.3% |
| YTD | -5.5% | +31.7% | -37.2% | -7.5% |
| 1Y | -3.7% | +7.0% | -10.7% | -4.7% |
| 3Y | +17.8% | +11.8% | +6.0% | +14.1% |
| 5Y | +19.3% | -69.0% | +88.3% | +19.2% |
| All | +35.2% | -57.1% | +92.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling