-79.9%
FIG vs YUM
-1.1%
-78.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +4.1% |
| 7D | -3.8% | -6.1% | +2.2% | -5.6% |
| 30D | -2.3% | -5.8% | +3.5% | -4.2% |
| 3M | +20.0% | -7.6% | +27.6% | +17.1% |
| 6M | -16.7% | -9.1% | -7.5% | -18.8% |
| YTD | -37.9% | -5.5% | -32.4% | -38.5% |
| 1Y | -58.5% | -3.7% | -54.8% | -58.4% |
| All | -79.9% | -1.1% | -78.8% | -80.1% |
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