+165.5%
YUM vs SHAK
+87.2%
+78.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.6% |
| 7D | -6.1% | -8.3% | +2.2% | -4.8% |
| 30D | -5.8% | -12.6% | +6.8% | -3.9% |
| 3M | -7.6% | +9.1% | -16.7% | -9.2% |
| 6M | -9.1% | -31.2% | +22.1% | -5.4% |
| YTD | -5.5% | -21.6% | +16.1% | -4.1% |
| 1Y | -3.7% | -38.8% | +35.1% | +1.4% |
| 3Y | +17.8% | +0.6% | +17.2% | +8.9% |
| 5Y | +19.3% | -22.5% | +41.8% | +10.6% |
| All | +165.5% | +87.2% | +78.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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