+3,604.4%
FIX vs YUM
+211.5%
+3,392.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +17.0% | -4.1% | +21.1% | +19.0% |
| 30D | -30.6% | +8.4% | -38.9% | -33.6% |
| 3M | -35.0% | +6.5% | -41.6% | -37.8% |
| 6M | -44.0% | +5.3% | -49.2% | -46.6% |
| YTD | +21.1% | +6.9% | +14.3% | +13.5% |
| 1Y | +16.3% | +8.7% | +7.5% | +7.6% |
| 3Y | +507.4% | +34.1% | +473.3% | +380.3% |
| 5Y | +1,052.1% | +39.9% | +1,012.1% | +780.4% |
| All | +3,604.4% | +211.5% | +3,392.8% | +1,692.0% |
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