+17.8%
YUM vs BTI
+109.4%
-91.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -5.8% | -1.1% | -4.8% | -5.6% |
| 3M | -7.6% | -8.8% | +1.1% | -5.7% |
| 6M | -9.1% | -4.0% | -5.2% | -8.6% |
| YTD | -5.5% | +0.4% | -5.9% | -5.9% |
| 1Y | -3.7% | +1.9% | -5.6% | -4.6% |
| 3Y | +17.8% | +108.5% | -90.7% | -1.3% |
| All | +17.8% | +109.4% | -91.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling