+20.3%
YUM vs KGC
+520.4%
-500.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | -5.2% | -8.4% | +3.2% | -4.8% |
| 30D | -0.1% | +6.3% | -6.4% | -0.4% |
| 3M | -4.3% | +22.4% | -26.7% | -5.2% |
| 6M | -8.7% | -11.4% | +2.7% | -8.6% |
| YTD | -3.5% | +3.1% | -6.6% | -4.4% |
| 1Y | +0.5% | +26.6% | -26.2% | -1.9% |
| All | +20.3% | +520.4% | -500.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling