+115.8%
FCX vs YUM
+19.0%
+96.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -2.3% | -6.1% | +3.8% | +0.7% |
| 30D | +2.7% | -5.8% | +8.5% | +5.6% |
| 3M | +7.4% | -7.6% | +15.0% | +10.9% |
| 6M | +16.0% | -9.1% | +25.2% | +20.4% |
| YTD | +40.9% | -5.5% | +46.4% | +42.1% |
| 1Y | +56.4% | -3.7% | +60.1% | +54.9% |
| 3Y | +84.2% | +17.8% | +66.4% | +53.8% |
| All | +115.8% | +19.0% | +96.8% | +74.0% |
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 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