-0.3%
BA vs YUM
+26.6%
-26.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.5% | -1.7% | +4.1% | +3.2% |
| 30D | -10.1% | -0.8% | -9.3% | -10.0% |
| 3M | -2.4% | +1.5% | -3.9% | -3.6% |
| 6M | -8.8% | -6.1% | -2.7% | -6.9% |
| YTD | -2.9% | -0.2% | -2.7% | -4.1% |
| 1Y | -8.8% | +2.5% | -11.2% | -11.6% |
| 3Y | -0.3% | +24.6% | -24.9% | -18.2% |
| 5Y | -0.3% | +25.7% | -26.0% | -21.2% |
| All | -0.3% | +26.6% | -26.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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