+14.4%
FIX vs YUM
+15.9%
-1.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.9% | -21.0% | -12.2% |
| 7D | -18.9% | +10.8% | -29.7% | -14.8% |
| 30D | -36.3% | +21.4% | -57.7% | -30.7% |
| 3M | -38.5% | +13.2% | -51.7% | -34.6% |
| 6M | -42.3% | +8.8% | -51.1% | -38.9% |
| YTD | +17.1% | +11.5% | +5.6% | +27.3% |
| 1Y | +14.4% | +13.4% | +1.0% | +24.9% |
| All | +14.4% | +15.9% | -1.5% | +24.9% |
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