+17.8%
YUM vs MKC
-31.4%
+49.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | -1.5% | -4.6% | -5.7% |
| 30D | -5.8% | -3.1% | -2.7% | -5.1% |
| 3M | -7.6% | +5.2% | -12.8% | -9.2% |
| 6M | -9.1% | -12.8% | +3.7% | -6.2% |
| YTD | -5.5% | -23.3% | +17.8% | +0.9% |
| 1Y | -3.7% | -24.1% | +20.4% | +3.0% |
| 3Y | +17.8% | -32.1% | +49.9% | +30.9% |
| All | +17.8% | -31.4% | +49.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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