+74.7%
BND vs YUM
+889.8%
-815.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | -0.9% | -5.2% | +4.3% | -0.9% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | -1.2% | -4.3% | +3.0% | -1.3% |
| 6M | -2.0% | -8.7% | +6.7% | -2.0% |
| YTD | -1.2% | -3.5% | +2.3% | -1.2% |
| 1Y | -0.5% | +0.5% | -0.9% | -0.4% |
| 3Y | +12.4% | +20.5% | -8.1% | +12.7% |
| 5Y | -2.5% | +21.8% | -24.3% | -2.2% |
| 10Y | +15.0% | +176.5% | -161.5% | +17.5% |
| All | +74.7% | +889.8% | -815.2% | +85.9% |
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