+2,185.6%
FIX vs YUM
+26.6%
+2,159.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +6.1% | -1.7% | +7.7% | +6.6% |
| 30D | -2.7% | -0.8% | -1.8% | -2.7% |
| 3M | -10.9% | +1.5% | -12.4% | -12.2% |
| 6M | +29.0% | -6.1% | +35.1% | +30.5% |
| YTD | +76.9% | -0.2% | +77.1% | +73.8% |
| 1Y | +130.7% | +2.5% | +128.3% | +122.4% |
| 3Y | +790.7% | +24.6% | +766.1% | +636.2% |
| 5Y | +2,185.6% | +25.7% | +2,159.9% | +1,802.4% |
| All | +2,185.6% | +26.6% | +2,159.0% | +1,802.4% |
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