+1,049.0%
FIX vs YUM
+40.0%
+1,009.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -13.9% | +2.0% | -16.0% | -14.6% |
| 30D | -35.5% | +10.6% | -46.2% | -37.4% |
| 3M | -33.9% | +10.8% | -44.7% | -36.2% |
| 6M | -43.3% | +6.5% | -49.8% | -45.0% |
| YTD | +18.7% | +7.5% | +11.2% | +13.9% |
| 1Y | +13.8% | +10.2% | +3.6% | +7.7% |
| 3Y | +495.0% | +34.8% | +460.1% | +380.0% |
| 5Y | +1,049.0% | +40.0% | +1,009.0% | +790.3% |
| All | +1,049.0% | +40.0% | +1,009.0% | +790.3% |
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 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