+13.4%
YUM vs KGC
-5.3%
+18.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.5% | -1.6% | +5.6% |
| 7D | +10.8% | -6.8% | +17.5% | +10.9% |
| 30D | +21.4% | -9.2% | +30.6% | +21.6% |
| 3M | +13.2% | -9.1% | +22.3% | +13.6% |
| 6M | +8.8% | -25.7% | +34.4% | +9.2% |
| YTD | +11.5% | -23.6% | +35.2% | +10.9% |
| 1Y | +13.4% | -4.3% | +17.7% | +13.6% |
| All | +13.4% | -5.3% | +18.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling