+165.5%
YUM vs BAX
-38.1%
+203.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -6.1% | -7.9% | +1.8% | -4.5% |
| 30D | -5.8% | -11.7% | +5.8% | -3.4% |
| 3M | -7.6% | +16.2% | -23.8% | -10.9% |
| 6M | -9.1% | +32.0% | -41.1% | -15.0% |
| YTD | -5.5% | +24.7% | -30.2% | -11.4% |
| 1Y | -3.7% | -2.6% | -1.1% | -4.9% |
| 3Y | +17.8% | -35.0% | +52.8% | +24.9% |
| 5Y | +19.3% | -67.6% | +86.8% | +51.9% |
| All | +165.5% | -38.1% | +203.7% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling