+179.3%
KO vs YUM
+171.3%
+8.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +0.2% | -6.1% | +6.3% | +2.6% |
| 30D | +1.8% | -5.8% | +7.6% | +4.0% |
| 3M | +7.7% | -7.6% | +15.3% | +10.6% |
| 6M | +15.3% | -9.1% | +24.4% | +18.9% |
| YTD | +28.0% | -5.5% | +33.5% | +30.0% |
| 1Y | +34.3% | -3.7% | +38.0% | +35.1% |
| 3Y | +63.8% | +17.8% | +46.0% | +50.5% |
| 5Y | +84.1% | +19.3% | +64.8% | +66.4% |
| All | +179.3% | +171.3% | +8.0% | +93.7% |
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