+4,070.4%
YUM vs SPG
+2,615.6%
+1,454.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.7% |
| 7D | -3.6% | -1.7% | -1.9% | -3.1% |
| 30D | +0.4% | -6.3% | +6.7% | +2.3% |
| 3M | -3.8% | -2.4% | -1.3% | -3.2% |
| 6M | -8.3% | +9.6% | -17.9% | -10.9% |
| YTD | -2.6% | +14.2% | -16.8% | -6.6% |
| 1Y | +1.5% | +19.3% | -17.8% | -3.8% |
| 3Y | +21.6% | +106.7% | -85.1% | -3.2% |
| 5Y | +23.5% | +104.2% | -80.7% | -3.0% |
| 10Y | +178.9% | +63.7% | +115.3% | +108.1% |
| All | +4,070.4% | +2,615.6% | +1,454.8% | +1,435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 all: compounded portfolio wealth divided by compounded SPG 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…
all analysis · Full analysis span regression · 6 months rolling