+4,173.9%
YUM vs KGC
+202.4%
+3,971.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.7% | +2.4% | -4.1% | -1.7% |
| 30D | -0.8% | +9.2% | -10.1% | -1.2% |
| 3M | +1.5% | +16.7% | -15.3% | +0.8% |
| 6M | -6.1% | -7.0% | +0.9% | -6.1% |
| YTD | -0.2% | +7.5% | -7.7% | -0.8% |
| 1Y | +2.5% | +34.4% | -31.9% | +0.9% |
| 3Y | +24.6% | +552.0% | -527.4% | +15.8% |
| 5Y | +25.7% | +454.5% | -428.9% | +16.7% |
| 10Y | +179.7% | +658.7% | -479.0% | +154.6% |
| All | +4,173.9% | +202.4% | +3,971.5% | +3,992.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling