+40.4%
YUM vs SWK
-25.5%
+65.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +3.7% | +11.0% | -7.3% | +1.9% |
| 30D | +14.8% | +30.1% | -15.2% | +10.1% |
| 3M | +6.4% | +14.7% | -8.3% | +3.9% |
| 6M | +4.3% | +44.5% | -40.2% | -2.0% |
| YTD | +8.1% | +59.4% | -51.3% | -0.5% |
| 1Y | +11.3% | +77.5% | -66.2% | +0.6% |
| 3Y | +35.1% | +49.5% | -14.3% | +22.8% |
| All | +40.4% | -25.5% | +65.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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