+13.4%
YUM vs BTG
+24.4%
-11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.7% | -2.8% | +5.7% |
| 7D | +10.8% | -0.2% | +11.0% | +10.6% |
| 30D | +21.4% | -0.8% | +22.2% | +21.2% |
| 3M | +13.2% | +31.8% | -18.7% | +12.8% |
| 6M | +8.8% | +20.4% | -11.6% | +8.1% |
| YTD | +11.5% | +14.7% | -3.2% | +11.3% |
| 1Y | +13.4% | +29.4% | -16.0% | +12.6% |
| All | +13.4% | +24.4% | -11.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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