+692.7%
YUM vs VRSK
+586.4%
+106.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.1% | -5.2% | -0.9% | -4.2% |
| 30D | -5.8% | -2.3% | -3.5% | -5.2% |
| 3M | -7.6% | -2.9% | -4.7% | -7.3% |
| 6M | -9.1% | -12.8% | +3.7% | -5.5% |
| YTD | -5.5% | -20.8% | +15.3% | +1.5% |
| 1Y | -3.7% | -33.2% | +29.5% | +10.7% |
| 3Y | +17.8% | -26.6% | +44.4% | +28.2% |
| 5Y | +19.3% | -11.3% | +30.6% | +17.1% |
| 10Y | +170.7% | +126.1% | +44.6% | +78.7% |
| All | +692.7% | +586.4% | +106.3% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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