+2,896.3%
KLAC vs YUM
+171.3%
+2,725.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.2% |
| 7D | -2.7% | -6.1% | +3.4% | +1.1% |
| 30D | -13.2% | -5.8% | -7.3% | -10.3% |
| 3M | -25.0% | -7.6% | -17.4% | -22.6% |
| 6M | +23.6% | -9.1% | +32.7% | +28.3% |
| YTD | +49.2% | -5.5% | +54.7% | +50.6% |
| 1Y | +89.3% | -3.7% | +93.0% | +86.8% |
| 3Y | +274.4% | +17.8% | +256.6% | +211.9% |
| 5Y | +440.9% | +19.3% | +421.7% | +346.9% |
| All | +2,896.3% | +171.3% | +2,725.0% | +1,361.0% |
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