+453.8%
YUM vs BAH
+876.9%
-423.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -1.7% | -4.3% | +2.7% | -0.8% |
| 30D | -0.8% | -4.5% | +3.6% | 0.0% |
| 3M | +1.5% | -7.6% | +9.1% | +2.6% |
| 6M | -6.1% | -10.6% | +4.5% | -4.8% |
| YTD | -0.2% | -12.6% | +12.3% | +0.9% |
| 1Y | +2.5% | -27.0% | +29.5% | +7.4% |
| 3Y | +24.6% | -31.5% | +56.1% | +28.2% |
| 5Y | +25.7% | -3.8% | +29.5% | +17.2% |
| 10Y | +179.7% | +183.9% | -4.2% | +105.3% |
| All | +453.8% | +876.9% | -423.0% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling