+20.0%
YUM vs SHAK
-22.8%
+42.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.5% |
| 7D | -6.1% | -8.3% | +2.2% | -5.1% |
| 30D | -5.8% | -12.6% | +6.8% | -4.4% |
| 3M | -7.6% | +9.1% | -16.7% | -8.8% |
| 6M | -9.1% | -31.2% | +22.1% | -6.4% |
| YTD | -5.5% | -21.6% | +16.1% | -4.5% |
| 1Y | -3.7% | -38.8% | +35.1% | +0.2% |
| 3Y | +17.8% | +0.6% | +17.2% | +9.9% |
| All | +20.0% | -22.8% | +42.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling