+17.8%
YUM vs BBY
+42.8%
-25.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | -6.1% | +0.6% | -6.6% | -6.1% |
| 30D | -5.8% | +9.4% | -15.2% | -6.4% |
| 3M | -7.6% | +19.3% | -27.0% | -8.9% |
| 6M | -9.1% | +47.9% | -57.1% | -12.2% |
| YTD | -5.5% | +39.6% | -45.1% | -8.2% |
| 1Y | -3.7% | +22.2% | -25.9% | -5.4% |
| 3Y | +17.8% | +45.0% | -27.2% | +11.3% |
| All | +17.8% | +42.8% | -25.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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