+93.1%
FOXA vs YUM
+19.0%
+74.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | +0.8% | -6.1% | +6.9% | +2.7% |
| 30D | +5.0% | -5.8% | +10.9% | +6.9% |
| 3M | -3.0% | -7.6% | +4.6% | -1.0% |
| 6M | +14.8% | -9.1% | +23.9% | +17.5% |
| YTD | -8.9% | -5.5% | -3.4% | -8.4% |
| 1Y | +13.3% | -3.7% | +17.0% | +12.9% |
| 3Y | +115.4% | +17.8% | +97.6% | +94.6% |
| All | +93.1% | +19.0% | +74.1% | +69.5% |
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