-17.2%
F vs YUM
+40.9%
-58.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | 0.0% | +10.0% | -9.9% | -4.0% |
| 3M | -13.2% | +7.5% | -20.7% | -16.2% |
| 6M | -10.2% | +8.8% | -19.0% | -14.4% |
| YTD | -4.9% | +8.2% | -13.1% | -9.5% |
| 1Y | -6.1% | +9.8% | -15.9% | -11.4% |
| 3Y | +46.0% | +36.4% | +9.5% | +13.5% |
| All | -17.2% | +40.9% | -58.1% | -39.7% |
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