-51.1%
FIS vs YUM
+15.9%
-67.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.9% | -29.6% | -24.4% |
| 7D | -18.4% | +10.8% | -29.2% | -20.5% |
| 30D | -11.4% | +21.4% | -32.8% | -16.2% |
| 3M | -32.0% | +13.2% | -45.2% | -34.2% |
| 6M | -35.6% | +8.8% | -44.4% | -36.5% |
| YTD | -53.8% | +11.5% | -65.3% | -54.7% |
| 1Y | -51.1% | +13.4% | -64.4% | -52.3% |
| All | -51.1% | +15.9% | -67.0% | -52.3% |
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