+907.8%
BX vs YUM
+772.8%
+135.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.9% |
| 7D | -5.6% | -6.1% | +0.4% | -1.6% |
| 30D | -12.2% | -5.8% | -6.4% | -8.9% |
| 3M | +7.4% | -7.6% | +15.0% | +11.8% |
| 6M | +22.2% | -9.1% | +31.3% | +28.0% |
| YTD | -14.0% | -5.5% | -8.5% | -12.8% |
| 1Y | -27.3% | -3.7% | -23.6% | -27.7% |
| 3Y | +24.5% | +17.8% | +6.8% | +5.0% |
| 5Y | +18.9% | +19.3% | -0.4% | +0.4% |
| 10Y | +665.4% | +170.7% | +494.7% | +252.2% |
| All | +907.8% | +772.8% | +135.0% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling