+100.6%
FLEX vs YUM
-2.1%
+102.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.3% | +6.5% |
| 7D | +5.7% | -6.1% | +11.8% | +3.8% |
| 30D | -7.0% | -5.8% | -1.2% | -8.5% |
| 3M | -23.8% | -7.6% | -16.2% | -25.2% |
| 6M | +82.6% | -9.1% | +91.8% | +80.0% |
| YTD | +91.6% | -5.5% | +97.1% | +91.1% |
| 1Y | +100.6% | -3.7% | +104.3% | +104.2% |
| All | +100.6% | -2.1% | +102.7% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling