-44.0%
FIX vs YUM
+6.1%
-50.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -3.2% |
| 7D | +17.0% | -4.1% | +21.1% | +13.8% |
| 30D | -30.6% | +8.4% | -38.9% | -26.9% |
| 3M | -35.0% | +6.5% | -41.6% | -32.1% |
| 6M | -44.0% | +5.3% | -49.2% | -41.6% |
| All | -44.0% | +6.1% | -50.0% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling