+21.8%
YUM vs S
-70.4%
+92.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -0.1% | -11.8% | +11.7% | +0.5% |
| 3M | -4.3% | +33.9% | -38.2% | -6.2% |
| 6M | -8.7% | +40.1% | -48.8% | -11.1% |
| YTD | -3.5% | +32.1% | -35.6% | -5.7% |
| 1Y | +0.5% | +11.0% | -10.6% | -0.9% |
| 3Y | +20.5% | +16.9% | +3.6% | +16.0% |
| 5Y | +21.8% | -68.9% | +90.7% | +23.4% |
| All | +21.8% | -70.4% | +92.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling