+165.5%
YUM vs KEY
+172.4%
-6.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | -1.5% | -4.5% | -5.8% |
| 30D | -5.8% | -3.7% | -2.2% | -5.1% |
| 3M | -7.6% | -1.3% | -6.4% | -7.5% |
| 6M | -9.1% | +13.3% | -22.5% | -11.7% |
| YTD | -5.5% | +9.0% | -14.5% | -7.6% |
| 1Y | -3.7% | +18.7% | -22.4% | -7.7% |
| 3Y | +17.8% | +125.3% | -107.5% | -4.8% |
| 5Y | +19.3% | +40.2% | -21.0% | +3.9% |
| All | +165.5% | +172.4% | -6.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling