+495.0%
FIX vs YUM
+36.3%
+458.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -13.9% | +2.0% | -16.0% | -13.7% |
| 30D | -35.5% | +10.6% | -46.2% | -35.2% |
| 3M | -33.9% | +10.8% | -44.7% | -33.7% |
| 6M | -43.3% | +6.5% | -49.8% | -43.1% |
| YTD | +18.7% | +7.5% | +11.2% | +18.6% |
| 1Y | +13.8% | +10.2% | +3.6% | +13.0% |
| 3Y | +495.0% | +34.8% | +460.1% | +399.7% |
| All | +495.0% | +36.3% | +458.6% | +399.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling