+2,222.5%
MKSI vs YUM
+1,573.5%
+649.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.1% |
| 7D | +2.7% | -6.1% | +8.7% | +5.7% |
| 30D | -12.8% | -5.8% | -7.0% | -10.7% |
| 3M | -22.5% | -7.6% | -14.9% | -20.5% |
| 6M | +19.4% | -9.1% | +28.5% | +22.9% |
| YTD | +67.7% | -5.5% | +73.2% | +68.8% |
| 1Y | +131.4% | -3.7% | +135.1% | +128.5% |
| 3Y | +197.3% | +17.8% | +179.5% | +164.9% |
| 5Y | +87.0% | +19.3% | +67.7% | +66.7% |
| 10Y | +522.1% | +170.7% | +351.4% | +283.4% |
| All | +2,222.5% | +1,573.5% | +649.1% | +609.5% |
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