+73.1%
BAC vs YUM
+19.0%
+54.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | 0.0% | -6.1% | +6.1% | +2.3% |
| 30D | -2.8% | -5.8% | +3.0% | -0.8% |
| 3M | +14.2% | -7.6% | +21.9% | +17.0% |
| 6M | +30.5% | -9.1% | +39.7% | +34.4% |
| YTD | +15.8% | -5.5% | +21.3% | +16.9% |
| 1Y | +26.2% | -3.7% | +29.9% | +25.9% |
| 3Y | +136.5% | +17.8% | +118.7% | +108.1% |
| All | +73.1% | +19.0% | +54.1% | +45.4% |
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 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