+20.0%
YUM vs KGC
+453.5%
-433.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -6.1% | -5.6% | -0.4% | -5.7% |
| 30D | -5.8% | +6.1% | -12.0% | -6.3% |
| 3M | -7.6% | +17.3% | -25.0% | -8.8% |
| 6M | -9.1% | -10.3% | +1.1% | -8.9% |
| YTD | -5.5% | +3.9% | -9.4% | -6.8% |
| 1Y | -3.7% | +25.7% | -29.4% | -6.9% |
| 3Y | +17.8% | +526.0% | -508.2% | -4.9% |
| All | +20.0% | +453.5% | -433.5% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling