+165.5%
YUM vs BR
+189.7%
-24.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -3.0% | -3.1% | -4.9% |
| 30D | -5.8% | -0.3% | -5.5% | -5.7% |
| 3M | -7.6% | +17.3% | -24.9% | -14.2% |
| 6M | -9.1% | -6.7% | -2.4% | -7.4% |
| YTD | -5.5% | -23.4% | +17.9% | +4.5% |
| 1Y | -3.7% | -32.7% | +29.0% | +12.8% |
| 3Y | +17.8% | -5.9% | +23.7% | +16.5% |
| 5Y | +19.3% | +8.4% | +10.8% | +7.8% |
| All | +165.5% | +189.7% | -24.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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