-40.6%
FIS vs YUM
+171.3%
-211.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.3% |
| 7D | -7.9% | -6.1% | -1.8% | -4.8% |
| 30D | -8.0% | -5.8% | -2.1% | -5.0% |
| 3M | +0.6% | -7.6% | +8.2% | +4.6% |
| 6M | -22.2% | -9.1% | -13.1% | -18.6% |
| YTD | -40.8% | -5.5% | -35.3% | -39.5% |
| 1Y | -41.5% | -3.7% | -37.8% | -41.1% |
| 3Y | -25.5% | +17.8% | -43.3% | -34.3% |
| 5Y | -64.8% | +19.3% | -84.0% | -69.6% |
| All | -40.6% | +171.3% | -211.9% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling