+16.3%
BX vs YUM
-8.4%
+24.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.8% |
| 7D | -8.9% | -5.2% | -3.7% | -8.6% |
| 30D | -14.8% | -0.1% | -14.7% | -14.5% |
| 3M | +6.9% | -4.3% | +11.2% | +6.8% |
| 6M | +16.3% | -8.7% | +25.0% | +17.2% |
| All | +16.3% | -8.4% | +24.6% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling