+4,173.9%
YUM vs STZ
+2,657.1%
+1,516.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.6% |
| 7D | -1.7% | -7.4% | +5.7% | +0.2% |
| 30D | -0.8% | -10.9% | +10.1% | +2.1% |
| 3M | +1.5% | -13.4% | +14.9% | +4.9% |
| 6M | -6.1% | -16.2% | +10.1% | -2.3% |
| YTD | -0.2% | -10.4% | +10.2% | +1.7% |
| 1Y | +2.5% | -14.8% | +17.2% | +5.5% |
| 3Y | +24.6% | -50.1% | +74.8% | +45.4% |
| 5Y | +25.7% | -38.8% | +64.4% | +38.3% |
| 10Y | +179.7% | -14.1% | +193.8% | +174.2% |
| All | +4,173.9% | +2,657.1% | +1,516.8% | +1,906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling