+9.3%
YUM vs VIK
+225.1%
-215.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -6.1% | -0.9% | -5.1% | -6.0% |
| 30D | -5.8% | -18.4% | +12.6% | -4.2% |
| 3M | -7.6% | -8.8% | +1.1% | -7.0% |
| 6M | -9.1% | +17.1% | -26.3% | -10.6% |
| YTD | -5.5% | +19.0% | -24.6% | -7.3% |
| 1Y | -3.7% | +30.1% | -33.9% | -6.3% |
| All | +9.3% | +225.1% | -215.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling