-3.7%
YUM vs STZ
-11.8%
+8.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -6.1% | -4.5% | -1.6% | -5.5% |
| 30D | -5.8% | -8.6% | +2.8% | -4.6% |
| 3M | -7.6% | -13.8% | +6.1% | -5.9% |
| 6M | -9.1% | -17.2% | +8.0% | -7.1% |
| YTD | -5.5% | -9.4% | +3.8% | -4.4% |
| 1Y | -3.7% | -11.9% | +8.1% | -2.7% |
| All | -3.7% | -11.8% | +8.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling