+165.5%
YUM vs VIVK
-100.0%
+265.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -2.1% |
| 7D | -6.1% | -4.4% | -1.7% | -6.1% |
| 30D | -5.8% | -40.8% | +35.0% | -5.8% |
| 3M | -7.6% | -94.1% | +86.5% | -7.4% |
| 6M | -9.1% | -98.2% | +89.0% | -8.9% |
| YTD | -5.5% | -98.0% | +92.5% | -5.3% |
| 1Y | -3.7% | -100.0% | +96.3% | -3.1% |
| 3Y | +17.8% | -100.0% | +117.8% | +18.4% |
| 5Y | +19.3% | -100.0% | +119.3% | +19.8% |
| All | +165.5% | -100.0% | +265.5% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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