+433.3%
KLAC vs YUM
+19.0%
+414.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.0% |
| 7D | -2.7% | -6.1% | +3.4% | +0.5% |
| 30D | -13.2% | -5.8% | -7.3% | -10.7% |
| 3M | -25.0% | -7.6% | -17.4% | -23.0% |
| 6M | +23.6% | -9.1% | +32.7% | +27.6% |
| YTD | +49.2% | -5.5% | +54.7% | +49.9% |
| 1Y | +89.3% | -3.7% | +93.0% | +86.2% |
| 3Y | +274.4% | +17.8% | +256.6% | +200.5% |
| All | +433.3% | +19.0% | +414.3% | +315.3% |
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