+4,208.2%
YUM vs KEY
+94.9%
+4,113.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | -1.1% | -3.0% | +1.9% | -0.5% |
| 3M | +1.8% | +3.3% | -1.6% | +1.0% |
| 6M | -4.7% | +9.2% | -13.9% | -6.7% |
| YTD | +0.6% | +10.6% | -10.1% | -2.0% |
| 1Y | +6.4% | +20.4% | -14.0% | +1.6% |
| 3Y | +22.6% | +121.8% | -99.3% | -0.3% |
| 5Y | +26.0% | +41.1% | -15.2% | +8.6% |
| 10Y | +174.6% | +168.5% | +6.1% | +91.2% |
| All | +4,208.2% | +94.9% | +4,113.3% | +2,278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling