+254.3%
YUM vs KEYS
+1,113.8%
-859.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.9% |
| 7D | -6.1% | +3.5% | -9.6% | -6.7% |
| 30D | -5.8% | -4.5% | -1.4% | -5.1% |
| 3M | -7.6% | -0.4% | -7.2% | -8.3% |
| 6M | -9.1% | +19.1% | -28.3% | -13.7% |
| YTD | -5.5% | +66.7% | -72.2% | -17.8% |
| 1Y | -3.7% | +96.5% | -100.2% | -19.9% |
| 3Y | +17.8% | +155.2% | -137.4% | -10.5% |
| 5Y | +19.3% | +88.0% | -68.7% | -3.7% |
| 10Y | +170.7% | +1,046.8% | -876.1% | +38.1% |
| All | +254.3% | +1,113.8% | -859.4% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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