+3,947.2%
YUM vs MKC
+1,485.1%
+2,462.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | -1.5% | -4.6% | -5.6% |
| 30D | -5.8% | -3.1% | -2.7% | -4.9% |
| 3M | -7.6% | +5.2% | -12.8% | -9.5% |
| 6M | -9.1% | -12.8% | +3.7% | -5.6% |
| YTD | -5.5% | -23.3% | +17.8% | +2.0% |
| 1Y | -3.7% | -24.1% | +20.4% | +4.1% |
| 3Y | +17.8% | -32.1% | +49.9% | +30.5% |
| 5Y | +19.3% | -32.8% | +52.1% | +30.3% |
| 10Y | +170.7% | +29.9% | +140.8% | +127.1% |
| All | +3,947.2% | +1,485.1% | +2,462.1% | +1,603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling