+20.3%
YUM vs BAH
-28.1%
+48.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -1.2% |
| 7D | -5.2% | +2.4% | -7.6% | -5.4% |
| 30D | -0.1% | -2.9% | +2.9% | +0.1% |
| 3M | -4.3% | -1.3% | -2.9% | -4.4% |
| 6M | -8.7% | -0.9% | -7.8% | -9.0% |
| YTD | -3.5% | -8.2% | +4.7% | -3.5% |
| 1Y | +0.5% | -24.0% | +24.4% | +2.2% |
| All | +20.3% | -28.1% | +48.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling