+12,882.1%
BLK vs YUM
+2,775.0%
+10,107.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | -3.3% | -6.1% | +2.8% | -0.6% |
| 30D | -6.5% | -5.8% | -0.7% | -4.1% |
| 3M | +6.7% | -7.6% | +14.4% | +9.9% |
| 6M | +14.7% | -9.1% | +23.9% | +18.8% |
| YTD | +2.5% | -5.5% | +8.0% | +4.0% |
| 1Y | -2.8% | -3.7% | +0.9% | -2.6% |
| 3Y | +65.9% | +17.8% | +48.1% | +49.7% |
| 5Y | +33.0% | +19.3% | +13.7% | +19.4% |
| 10Y | +281.2% | +170.7% | +110.5% | +137.1% |
| All | +12,882.1% | +2,775.0% | +10,107.1% | +4,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling