-7.5%
YUM vs BIYA
-99.8%
+92.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | -6.1% | -1.8% | -4.3% | -6.1% |
| 30D | -5.8% | -17.5% | +11.6% | -5.9% |
| 3M | -7.6% | -78.0% | +70.4% | -7.6% |
| 6M | -9.1% | -89.5% | +80.3% | -9.3% |
| YTD | -5.5% | -94.3% | +88.7% | -5.7% |
| 1Y | -3.7% | -98.6% | +94.9% | -4.4% |
| All | -7.5% | -99.8% | +92.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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