-0.7%
BKR vs YUM
+9.8%
-10.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.2% | -7.4% |
| 7D | -15.2% | +7.5% | -22.7% | -14.3% |
| 30D | -19.1% | +18.8% | -37.9% | -17.9% |
| 3M | -24.8% | +9.6% | -34.4% | -23.7% |
| 6M | -31.6% | +9.0% | -40.6% | -30.6% |
| YTD | +2.5% | +11.4% | -8.8% | +2.6% |
| 1Y | -0.7% | +13.3% | -14.1% | -0.8% |
| All | -0.7% | +9.8% | -10.5% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling