+678.7%
YUM vs BTG
+373.5%
+305.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -6.1% | -3.8% | -2.3% | -5.9% |
| 30D | -5.8% | +3.6% | -9.5% | -6.0% |
| 3M | -7.6% | +32.0% | -39.6% | -8.8% |
| 6M | -9.1% | +3.4% | -12.5% | -9.6% |
| YTD | -5.5% | +20.8% | -26.3% | -6.7% |
| 1Y | -3.7% | +22.4% | -26.1% | -5.2% |
| 3Y | +17.8% | +91.7% | -73.9% | +13.2% |
| 5Y | +19.3% | +79.0% | -59.7% | +14.3% |
| 10Y | +170.7% | +152.6% | +18.1% | +153.8% |
| All | +678.7% | +373.5% | +305.2% | +561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling