-27.8%
FIG vs YUM
-8.2%
-19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -3.8% |
| 7D | -14.5% | -4.0% | -10.4% | -15.1% |
| 30D | -13.3% | -0.1% | -13.2% | -13.3% |
| 3M | +7.4% | -4.3% | +11.7% | +6.3% |
| 6M | -27.8% | -8.7% | -19.0% | -28.7% |
| All | -27.8% | -8.2% | -19.6% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling