+4,173.9%
YUM vs KIM
+792.9%
+3,381.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -0.8% | -1.7% | +0.9% | -0.3% |
| 3M | +1.5% | -0.8% | +2.3% | +1.6% |
| 6M | -6.1% | +4.4% | -10.5% | -7.4% |
| YTD | -0.2% | +21.2% | -21.5% | -5.7% |
| 1Y | +2.5% | +10.5% | -8.1% | -0.6% |
| 3Y | +24.6% | +47.5% | -22.9% | +10.1% |
| 5Y | +25.7% | +37.1% | -11.4% | +11.7% |
| 10Y | +179.7% | +29.5% | +150.2% | +131.0% |
| All | +4,173.9% | +792.9% | +3,381.0% | +1,632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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