+165.5%
YUM vs BNS
+188.9%
-23.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | -5.8% | +3.5% | -9.3% | -7.4% |
| 3M | -7.6% | +14.1% | -21.7% | -13.1% |
| 6M | -9.1% | +33.8% | -42.9% | -20.4% |
| YTD | -5.5% | +29.5% | -35.0% | -16.3% |
| 1Y | -3.7% | +48.4% | -52.1% | -19.9% |
| 3Y | +17.8% | +129.6% | -111.8% | -20.8% |
| 5Y | +19.3% | +96.1% | -76.8% | -14.7% |
| All | +165.5% | +188.9% | -23.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling