+661.1%
BX vs YUM
+171.3%
+489.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.7% |
| 7D | -5.6% | -6.1% | +0.4% | -2.0% |
| 30D | -12.2% | -5.8% | -6.4% | -9.2% |
| 3M | +7.4% | -7.6% | +15.0% | +11.5% |
| 6M | +22.2% | -9.1% | +31.3% | +27.6% |
| YTD | -14.0% | -5.5% | -8.5% | -13.0% |
| 1Y | -27.3% | -3.7% | -23.6% | -27.8% |
| 3Y | +24.5% | +17.8% | +6.8% | +5.1% |
| 5Y | +18.9% | +19.3% | -0.4% | -0.3% |
| All | +661.1% | +171.3% | +489.8% | +301.1% |
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 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