+108.8%
KMI vs YUM
+447.4%
-338.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -2.1% | -5.2% | +3.1% | 0.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.9% |
| 3M | -1.9% | -4.3% | +2.4% | -0.8% |
| 6M | -4.3% | -8.7% | +4.4% | -1.6% |
| YTD | +15.8% | -3.5% | +19.3% | +16.1% |
| 1Y | +17.6% | +0.5% | +17.1% | +15.4% |
| 3Y | +113.1% | +20.5% | +92.6% | +89.7% |
| 5Y | +154.0% | +21.8% | +132.2% | +121.9% |
| 10Y | +133.1% | +176.5% | -43.4% | +42.1% |
| All | +108.8% | +447.4% | -338.6% | -10.3% |
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 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