+13.4%
YUM vs TKO
+5.6%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.6% | +5.6% |
| 7D | +10.8% | +11.3% | -0.5% | +9.8% |
| 30D | +21.4% | +9.3% | +12.1% | +20.5% |
| 3M | +13.2% | +5.3% | +7.9% | +12.6% |
| 6M | +8.8% | +4.9% | +3.9% | +8.1% |
| YTD | +11.5% | -6.3% | +17.9% | +11.4% |
| 1Y | +13.4% | +4.9% | +8.5% | +12.2% |
| All | +13.4% | +5.6% | +7.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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