+1.8%
KDP vs YUM
+19.0%
-17.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -3.7% | -6.1% | +2.4% | -1.8% |
| 30D | +6.2% | -5.8% | +12.0% | +8.1% |
| 3M | +1.2% | -7.6% | +8.9% | +3.6% |
| 6M | +15.3% | -9.1% | +24.5% | +18.5% |
| YTD | +14.8% | -5.5% | +20.3% | +16.4% |
| 1Y | +17.6% | -3.7% | +21.3% | +18.3% |
| 3Y | +2.1% | +17.8% | -15.7% | -4.8% |
| All | +1.8% | +19.0% | -17.2% | -7.7% |
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