+52.0%
KR vs YUM
+19.0%
+33.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.2% |
| 7D | -0.2% | -6.1% | +5.9% | +1.3% |
| 30D | +5.1% | -5.8% | +10.9% | +6.6% |
| 3M | -8.2% | -7.6% | -0.5% | -6.5% |
| 6M | -18.0% | -9.1% | -8.8% | -16.3% |
| YTD | -4.8% | -5.5% | +0.7% | -3.9% |
| 1Y | -11.0% | -3.7% | -7.3% | -10.7% |
| 3Y | +37.7% | +17.8% | +19.9% | +30.6% |
| All | +52.0% | +19.0% | +33.1% | +36.9% |
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