-55.6%
KHC vs YUM
+171.3%
-226.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -1.0% | -6.1% | +5.1% | +0.9% |
| 30D | +1.9% | -5.8% | +7.7% | +3.7% |
| 3M | +3.2% | -7.6% | +10.8% | +5.4% |
| 6M | +10.0% | -9.1% | +19.1% | +12.7% |
| YTD | +6.7% | -5.5% | +12.2% | +7.8% |
| 1Y | -0.9% | -3.7% | +2.8% | -0.8% |
| 3Y | -13.6% | +17.8% | -31.4% | -19.5% |
| 5Y | -12.8% | +19.3% | -32.1% | -20.1% |
| All | -55.6% | +171.3% | -226.9% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling