-24.5%
KVUE vs YUM
+10.1%
-34.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -5.1% | -6.1% | +0.9% | -3.4% |
| 30D | -6.3% | -5.8% | -0.5% | -4.7% |
| 3M | -0.5% | -7.6% | +7.1% | +1.7% |
| 6M | +3.1% | -9.1% | +12.2% | +5.7% |
| YTD | +6.7% | -5.5% | +12.2% | +8.1% |
| 1Y | -1.1% | -3.7% | +2.6% | -0.6% |
| 3Y | -8.7% | +17.8% | -26.5% | -14.4% |
| All | -24.5% | +10.1% | -34.6% | -28.0% |
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