+43.7%
F vs YUM
+22.4%
+21.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.9% |
| 7D | -4.9% | -3.6% | -1.3% | -3.3% |
| 30D | -2.9% | +0.4% | -3.3% | -3.4% |
| 3M | -9.1% | -3.8% | -5.3% | -8.2% |
| 6M | +12.9% | -8.3% | +21.2% | +16.3% |
| YTD | +6.1% | -2.6% | +8.7% | +5.8% |
| 1Y | +22.5% | +1.5% | +21.0% | +19.0% |
| 3Y | +32.1% | +21.6% | +10.5% | +8.5% |
| 5Y | +43.7% | +23.5% | +20.2% | +15.5% |
| All | +43.7% | +22.4% | +21.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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