-43.0%
KHC vs YUM
+182.4%
-225.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.2% | -1.7% | -0.6% | -1.7% |
| 30D | -0.1% | -0.8% | +0.7% | +0.1% |
| 3M | +8.3% | +1.5% | +6.9% | +7.5% |
| 6M | +5.0% | -6.1% | +11.1% | +6.5% |
| YTD | +8.0% | -0.2% | +8.2% | +7.3% |
| 1Y | -1.1% | +2.5% | -3.6% | -2.8% |
| 3Y | -10.7% | +24.6% | -35.3% | -18.1% |
| 5Y | -13.5% | +25.7% | -39.2% | -21.8% |
| 10Y | -55.4% | +179.7% | -235.1% | -70.1% |
| All | -43.0% | +182.4% | -225.4% | -63.2% |
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 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