+84.2%
FCX vs YUM
+17.9%
+66.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -2.3% | -6.1% | +3.8% | -0.6% |
| 30D | +2.7% | -5.8% | +8.5% | +4.3% |
| 3M | +7.4% | -7.6% | +15.0% | +9.3% |
| 6M | +16.0% | -9.1% | +25.2% | +18.7% |
| YTD | +40.9% | -5.5% | +46.4% | +41.5% |
| 1Y | +56.4% | -3.7% | +60.1% | +55.8% |
| 3Y | +84.2% | +17.8% | +66.4% | +60.0% |
| All | +84.2% | +17.9% | +66.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling