+6,638.5%
FIX vs YUM
+4,562.8%
+2,075.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -13.9% | +2.0% | -16.0% | -15.0% |
| 30D | -35.5% | +10.6% | -46.2% | -38.2% |
| 3M | -33.9% | +10.8% | -44.7% | -37.0% |
| 6M | -43.3% | +6.5% | -49.8% | -45.6% |
| YTD | +18.7% | +7.5% | +11.2% | +13.0% |
| 1Y | +13.8% | +10.2% | +3.6% | +7.1% |
| 3Y | +495.0% | +34.8% | +460.1% | +412.1% |
| 5Y | +1,049.0% | +40.0% | +1,009.0% | +875.3% |
| 10Y | +3,644.4% | +212.0% | +3,432.4% | +2,307.9% |
| All | +6,638.5% | +4,562.8% | +2,075.6% | +2,429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling