+150.8%
KRE vs YUM
+1,047.6%
-896.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -1.4% | -5.2% | +3.8% | +1.8% |
| 30D | -3.9% | -0.1% | -3.8% | -4.2% |
| 3M | +3.6% | -4.3% | +7.9% | +5.4% |
| 6M | +15.4% | -8.7% | +24.1% | +20.3% |
| YTD | +15.2% | -3.5% | +18.7% | +15.6% |
| 1Y | +16.5% | +0.5% | +16.0% | +13.3% |
| 3Y | +85.2% | +20.5% | +64.6% | +56.3% |
| 5Y | +33.1% | +21.8% | +11.3% | +10.4% |
| 10Y | +123.1% | +176.5% | -53.5% | +6.3% |
| All | +150.8% | +1,047.6% | -896.7% | -60.5% |
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