+21.8%
YUM vs STZ
-37.5%
+59.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.2% |
| 30D | -0.1% | -7.6% | +7.5% | +1.8% |
| 3M | -4.3% | -12.3% | +8.0% | -1.3% |
| 6M | -8.7% | -16.3% | +7.6% | -5.0% |
| YTD | -3.5% | -8.4% | +4.9% | -2.5% |
| 1Y | +0.5% | -10.8% | +11.3% | +2.0% |
| 3Y | +20.5% | -49.0% | +69.5% | +43.8% |
| 5Y | +21.8% | -36.5% | +58.3% | +32.0% |
| All | +21.8% | -37.5% | +59.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling