+40.6%
BP vs YUM
-2.1%
+42.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.2% |
| 7D | +5.2% | -6.1% | +11.3% | +4.6% |
| 30D | +8.7% | -5.8% | +14.5% | +8.0% |
| 3M | +9.3% | -7.6% | +17.0% | +8.7% |
| 6M | +13.6% | -9.1% | +22.7% | +12.7% |
| YTD | +37.7% | -5.5% | +43.2% | +36.2% |
| 1Y | +40.6% | -3.7% | +44.3% | +39.2% |
| All | +40.6% | -2.1% | +42.7% | +39.2% |
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