+65.0%
FDX vs YUM
+15.9%
+49.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +1.7% |
| 7D | +8.1% | +10.8% | -2.6% | +4.8% |
| 30D | +13.9% | +21.4% | -7.5% | +7.6% |
| 3M | +5.5% | +13.2% | -7.6% | +1.6% |
| 6M | +15.1% | +8.8% | +6.3% | +11.9% |
| YTD | +43.2% | +11.5% | +31.6% | +37.1% |
| 1Y | +65.0% | +13.4% | +51.7% | +57.8% |
| All | +65.0% | +15.9% | +49.1% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling