+24.2%
YUM vs BROS
+38.3%
-14.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -3.6% | -6.6% | +3.0% | -3.1% |
| 30D | +0.4% | -12.3% | +12.7% | +1.2% |
| 3M | -3.8% | -22.2% | +18.4% | -2.5% |
| 6M | -8.3% | -14.3% | +6.0% | -7.8% |
| YTD | -2.6% | -26.6% | +23.9% | -1.3% |
| 1Y | +1.5% | -31.5% | +33.0% | +3.1% |
| 3Y | +21.6% | +62.3% | -40.7% | +13.8% |
| All | +24.2% | +38.3% | -14.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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