+13.3%
YUM vs BRO
-4.7%
+18.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +7.5% | +9.9% | -2.5% | +4.6% |
| 30D | +18.8% | +22.3% | -3.5% | +12.1% |
| 3M | +9.6% | +5.3% | +4.2% | +7.5% |
| 6M | +9.0% | +30.3% | -21.3% | +1.0% |
| YTD | +11.4% | -5.7% | +17.1% | +11.9% |
| 1Y | +13.3% | -3.5% | +16.8% | +12.1% |
| All | +13.3% | -4.7% | +18.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling