+275.1%
BLK vs YUM
+171.3%
+103.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.8% |
| 7D | -3.3% | -6.1% | +2.8% | +0.1% |
| 30D | -6.5% | -5.8% | -0.7% | -3.5% |
| 3M | +6.7% | -7.6% | +14.4% | +10.7% |
| 6M | +14.7% | -9.1% | +23.9% | +19.7% |
| YTD | +2.5% | -5.5% | +8.0% | +4.1% |
| 1Y | -2.8% | -3.7% | +0.9% | -3.0% |
| 3Y | +65.9% | +17.8% | +48.1% | +42.8% |
| 5Y | +33.0% | +19.3% | +13.7% | +12.7% |
| All | +275.1% | +171.3% | +103.8% | +101.8% |
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 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