+1,267.4%
KDP vs YUM
+691.1%
+576.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.7% | +10.0% | -0.3% | +6.4% |
| 3M | +17.6% | +7.5% | +10.1% | +14.8% |
| 6M | +25.8% | +8.8% | +17.0% | +22.1% |
| YTD | +33.9% | +8.2% | +25.7% | +29.9% |
| 1Y | +38.9% | +9.8% | +29.0% | +34.0% |
| 3Y | +26.8% | +36.4% | -9.7% | +12.6% |
| 5Y | +16.3% | +41.7% | -25.3% | +1.1% |
| 10Y | +248.1% | +217.5% | +30.6% | +123.5% |
| All | +1,267.4% | +691.1% | +576.4% | +374.9% |
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