+90.1%
FOXA vs YUM
+68.6%
+21.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.5% |
| 7D | -3.7% | -5.2% | +1.5% | -1.3% |
| 30D | +5.4% | -0.1% | +5.4% | +5.2% |
| 3M | -3.7% | -4.3% | +0.6% | -2.3% |
| 6M | +12.6% | -8.7% | +21.3% | +16.3% |
| YTD | -10.0% | -3.5% | -6.5% | -9.9% |
| 1Y | +15.0% | +0.5% | +14.6% | +12.3% |
| 3Y | +115.1% | +20.5% | +94.6% | +86.4% |
| 5Y | +93.0% | +21.8% | +71.2% | +63.6% |
| All | +90.1% | +68.6% | +21.5% | +15.4% |
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