-2.1%
YUM vs KRMN
+17.6%
-19.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | -6.1% | -11.8% | +5.7% | -5.8% |
| 30D | -5.8% | -43.0% | +37.2% | -4.8% |
| 3M | -7.6% | -28.8% | +21.2% | -7.3% |
| 6M | -9.1% | -66.3% | +57.2% | -6.3% |
| YTD | -5.5% | -51.8% | +46.3% | -4.6% |
| 1Y | -3.7% | -44.7% | +41.0% | -4.2% |
| All | -2.1% | +17.6% | -19.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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