+4,535.0%
YUM vs KEY
+88.6%
+4,446.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +10.0% | +8.4% | +1.5% | +8.1% |
| 3M | +7.5% | -5.8% | +13.2% | +8.8% |
| 6M | +8.8% | +5.4% | +3.3% | +7.4% |
| YTD | +8.2% | +7.1% | +1.1% | +6.1% |
| 1Y | +9.8% | +26.8% | -17.0% | +3.8% |
| 3Y | +36.4% | +128.7% | -92.2% | +10.5% |
| 5Y | +41.7% | +13.6% | +28.0% | +28.4% |
| 10Y | +217.5% | +99.7% | +117.8% | +136.2% |
| All | +4,535.0% | +88.6% | +4,446.4% | +2,475.7% |
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