+2,398.0%
YUM vs BB
+261.2%
+2,136.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | -3.6% | +1.8% | -5.4% | -3.7% |
| 30D | +0.4% | -12.2% | +12.6% | +1.2% |
| 3M | -3.8% | -12.3% | +8.5% | -3.4% |
| 6M | -8.3% | +122.7% | -131.0% | -14.2% |
| YTD | -2.6% | +104.5% | -107.1% | -8.4% |
| 1Y | +1.5% | +106.7% | -105.2% | -4.9% |
| 3Y | +21.6% | +70.0% | -48.4% | +12.9% |
| 5Y | +23.5% | -27.8% | +51.3% | +19.5% |
| 10Y | +178.9% | +2.4% | +176.6% | +143.5% |
| All | +2,398.0% | +261.2% | +2,136.8% | +2,285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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