+392.9%
BAC vs YUM
+171.3%
+221.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.3% |
| 7D | 0.0% | -6.1% | +6.1% | +3.4% |
| 30D | -2.8% | -5.8% | +3.0% | +0.2% |
| 3M | +14.2% | -7.6% | +21.9% | +18.2% |
| 6M | +30.5% | -9.1% | +39.7% | +36.0% |
| YTD | +15.8% | -5.5% | +21.3% | +17.5% |
| 1Y | +26.2% | -3.7% | +29.9% | +25.9% |
| 3Y | +136.5% | +17.8% | +118.7% | +102.8% |
| 5Y | +75.9% | +19.3% | +56.7% | +47.5% |
| All | +392.9% | +171.3% | +221.6% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling