-64.8%
FIS vs YUM
+21.6%
-86.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -8.9% | -5.2% | -3.7% | -6.6% |
| 30D | -9.9% | -0.1% | -9.8% | -10.0% |
| 3M | 0.0% | -4.3% | +4.3% | +1.8% |
| 6M | -22.9% | -8.7% | -14.2% | -19.8% |
| YTD | -40.9% | -3.5% | -37.4% | -40.3% |
| 1Y | -40.4% | +0.5% | -40.9% | -41.3% |
| 3Y | -25.4% | +20.5% | -45.9% | -34.3% |
| 5Y | -64.8% | +21.8% | -86.6% | -71.4% |
| All | -64.8% | +21.6% | -86.5% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling