+18.4%
BX vs YUM
+19.0%
-0.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.7% |
| 7D | -5.6% | -6.1% | +0.4% | -2.1% |
| 30D | -12.2% | -5.8% | -6.4% | -9.3% |
| 3M | +7.4% | -7.6% | +15.0% | +11.3% |
| 6M | +22.2% | -9.1% | +31.3% | +27.4% |
| YTD | -14.0% | -5.5% | -8.5% | -13.4% |
| 1Y | -27.3% | -3.7% | -23.6% | -28.2% |
| 3Y | +24.5% | +17.8% | +6.8% | -1.2% |
| All | +18.4% | +19.0% | -0.5% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling