+2,903.2%
YUM vs TKO
+1,400.2%
+1,502.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -6.1% | +2.3% | -8.4% | -6.4% |
| 30D | -5.8% | -2.5% | -3.4% | -5.6% |
| 3M | -7.6% | -10.6% | +3.0% | -6.5% |
| 6M | -9.1% | -5.1% | -4.1% | -8.9% |
| YTD | -5.5% | -8.2% | +2.7% | -5.0% |
| 1Y | -3.7% | -4.4% | +0.7% | -3.8% |
| 3Y | +17.8% | +100.4% | -82.6% | +5.1% |
| 5Y | +19.3% | +294.3% | -275.0% | -4.1% |
| 10Y | +170.7% | +983.2% | -812.5% | +81.2% |
| All | +2,903.2% | +1,400.2% | +1,502.9% | +1,380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling