-12.8%
KMB vs YUM
+21.5%
-34.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.4% |
| 7D | -8.6% | -3.6% | -5.1% | -7.6% |
| 30D | -7.5% | +0.4% | -7.9% | -7.7% |
| 3M | -0.6% | -3.8% | +3.2% | +0.5% |
| 6M | -1.5% | -8.3% | +6.7% | +0.7% |
| YTD | +1.6% | -2.6% | +4.2% | +2.3% |
| 1Y | -20.8% | +1.5% | -22.3% | -21.2% |
| All | -12.8% | +21.5% | -34.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling