+6,034.5%
FIX vs YUM
+174.3%
+5,860.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.9% |
| 7D | +3.5% | -3.6% | +7.1% | +5.2% |
| 30D | -3.5% | +0.4% | -3.9% | -4.1% |
| 3M | -11.8% | -3.8% | -8.0% | -11.2% |
| 6M | +17.8% | -8.3% | +26.1% | +20.8% |
| YTD | +73.3% | -2.6% | +75.9% | +71.5% |
| 1Y | +128.1% | +1.5% | +126.6% | +118.3% |
| 3Y | +772.7% | +21.6% | +751.1% | +631.9% |
| 5Y | +2,166.4% | +23.5% | +2,142.9% | +1,769.6% |
| 10Y | +6,034.5% | +178.9% | +5,855.5% | +3,447.3% |
| All | +6,034.5% | +174.3% | +5,860.1% | +3,447.3% |
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 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