+11.4%
BLK vs YUM
+9.8%
+1.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -0.5% | +7.5% | -7.9% | -1.9% |
| 30D | +8.5% | +18.8% | -10.3% | +5.2% |
| 3M | +3.8% | +9.6% | -5.8% | +1.9% |
| 6M | +12.8% | +9.0% | +3.8% | +10.3% |
| YTD | +11.2% | +11.4% | -0.2% | +6.3% |
| 1Y | +11.4% | +13.3% | -2.0% | +5.7% |
| All | +11.4% | +9.8% | +1.6% | +5.7% |
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