+165.5%
YUM vs FDS
+64.8%
+100.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.1% | -14.0% | +7.9% | -1.8% |
| 30D | -5.8% | -6.2% | +0.4% | -4.2% |
| 3M | -7.6% | +10.2% | -17.8% | -11.3% |
| 6M | -9.1% | +27.4% | -36.6% | -17.9% |
| YTD | -5.5% | -9.3% | +3.7% | -4.9% |
| 1Y | -3.7% | -28.6% | +24.9% | +5.2% |
| 3Y | +17.8% | -36.8% | +54.6% | +32.8% |
| 5Y | +19.3% | -28.6% | +47.9% | +25.6% |
| All | +165.5% | +64.8% | +100.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling