-8.5%
BX vs YUM
+15.9%
-24.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.9% | +0.3% | +5.1% |
| 7D | +8.3% | +10.8% | -2.5% | +6.6% |
| 30D | +13.5% | +21.4% | -7.9% | +11.2% |
| 3M | -7.6% | +13.2% | -20.8% | -9.2% |
| 6M | +4.0% | +8.8% | -4.7% | +2.1% |
| YTD | -15.2% | +11.5% | -26.7% | -18.4% |
| 1Y | -8.5% | +13.4% | -21.8% | -11.5% |
| All | -8.5% | +15.9% | -24.4% | -11.5% |
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