-4.7%
YUM vs BIYA
-99.8%
+95.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -3.6% | +2.7% | -6.3% | -3.6% |
| 30D | +0.4% | -16.7% | +17.1% | +0.4% |
| 3M | -3.8% | -74.6% | +70.8% | -3.8% |
| 6M | -8.3% | -85.4% | +77.1% | -8.3% |
| YTD | -2.6% | -94.2% | +91.5% | -2.8% |
| 1Y | +1.5% | -98.6% | +100.1% | +0.8% |
| All | -4.7% | -99.8% | +95.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling