+31.7%
KRE vs YUM
+19.0%
+12.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -1.8% | -6.1% | +4.2% | +0.5% |
| 30D | -4.5% | -5.8% | +1.3% | -2.5% |
| 3M | +2.7% | -7.6% | +10.4% | +5.3% |
| 6M | +16.9% | -9.1% | +26.0% | +20.3% |
| YTD | +15.4% | -5.5% | +20.9% | +16.3% |
| 1Y | +16.1% | -3.7% | +19.8% | +15.7% |
| 3Y | +85.7% | +17.8% | +67.9% | +61.8% |
| All | +31.7% | +19.0% | +12.7% | +11.7% |
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 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