+531.3%
KMB vs YUM
+4,595.4%
-4,064.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +1.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +10.1% | +10.0% | +0.1% | +7.9% |
| 3M | 0.0% | +7.5% | -7.4% | -1.5% |
| 6M | +15.7% | +8.8% | +6.9% | +13.5% |
| YTD | +12.6% | +8.2% | +4.4% | +10.5% |
| 1Y | +10.1% | +9.8% | +0.3% | +7.7% |
| 3Y | +2.1% | +36.4% | -34.3% | -5.1% |
| 5Y | -0.7% | +41.7% | -42.3% | -9.0% |
| 10Y | +38.5% | +217.5% | -179.0% | +5.7% |
| All | +531.3% | +4,595.4% | -4,064.1% | +167.1% |
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