+20.0%
YUM vs KEEL
-34.6%
+54.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.2% |
| 7D | -6.1% | +2.9% | -8.9% | -6.1% |
| 30D | -5.8% | +0.8% | -6.7% | -6.0% |
| 3M | -7.6% | -35.3% | +27.7% | -7.0% |
| 6M | -9.1% | +59.4% | -68.5% | -11.3% |
| YTD | -5.5% | +51.9% | -57.4% | -7.9% |
| 1Y | -3.7% | +75.0% | -78.7% | -7.7% |
| 3Y | +17.8% | +224.5% | -206.7% | +5.3% |
| All | +20.0% | -34.6% | +54.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling