+165.5%
YUM vs STZ
-11.3%
+176.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -6.1% | -4.5% | -1.6% | -4.7% |
| 30D | -5.8% | -8.6% | +2.8% | -3.1% |
| 3M | -7.6% | -13.8% | +6.1% | -3.3% |
| 6M | -9.1% | -17.2% | +8.0% | -4.0% |
| YTD | -5.5% | -9.4% | +3.8% | -3.8% |
| 1Y | -3.7% | -11.9% | +8.1% | -1.3% |
| 3Y | +17.8% | -49.6% | +67.4% | +45.5% |
| 5Y | +19.3% | -37.2% | +56.4% | +33.4% |
| All | +165.5% | -11.3% | +176.9% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling