+120.2%
BKR vs YUM
+171.3%
-51.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.4% |
| 7D | -7.0% | -6.1% | -0.9% | -4.1% |
| 30D | -8.1% | -5.8% | -2.3% | -5.7% |
| 3M | -6.6% | -7.6% | +1.0% | -3.9% |
| 6M | +0.9% | -9.1% | +10.0% | +4.1% |
| YTD | +31.1% | -5.5% | +36.6% | +32.3% |
| 1Y | +27.7% | -3.7% | +31.4% | +26.8% |
| 3Y | +71.2% | +17.8% | +53.4% | +47.5% |
| 5Y | +177.6% | +19.3% | +158.4% | +132.3% |
| All | +120.2% | +171.3% | -51.1% | +28.0% |
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