+20.0%
YUM vs BG
+81.8%
-61.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.9% |
| 7D | -6.1% | +3.1% | -9.2% | -6.3% |
| 30D | -5.8% | +10.2% | -16.1% | -6.7% |
| 3M | -7.6% | -1.7% | -6.0% | -7.5% |
| 6M | -9.1% | +1.0% | -10.1% | -9.5% |
| YTD | -5.5% | +39.9% | -45.4% | -9.6% |
| 1Y | -3.7% | +53.2% | -56.9% | -9.0% |
| 3Y | +17.8% | +16.3% | +1.5% | +14.1% |
| All | +20.0% | +81.8% | -61.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling