-6.7%
SBUX vs YUM
+19.0%
-25.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.9% |
| 7D | -5.5% | -6.1% | +0.6% | -1.5% |
| 30D | -8.5% | -5.8% | -2.6% | -5.0% |
| 3M | -2.9% | -7.6% | +4.7% | +1.5% |
| 6M | -1.5% | -9.1% | +7.6% | +3.9% |
| YTD | +19.4% | -5.5% | +24.9% | +21.8% |
| 1Y | +22.9% | -3.7% | +26.7% | +23.2% |
| 3Y | +11.3% | +17.8% | -6.5% | -8.7% |
| All | -6.7% | +19.0% | -25.7% | -26.3% |
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