+21.8%
YUM vs FDS
-28.1%
+49.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +0.3% |
| 7D | -5.2% | -16.0% | +10.8% | -1.9% |
| 30D | -0.1% | -6.7% | +6.6% | +1.2% |
| 3M | -4.3% | +6.0% | -10.2% | -6.1% |
| 6M | -8.7% | +25.1% | -33.8% | -14.4% |
| YTD | -3.5% | -8.1% | +4.6% | -2.2% |
| 1Y | +0.5% | -26.0% | +26.5% | +8.4% |
| 3Y | +20.5% | -36.4% | +56.9% | +34.8% |
| 5Y | +21.8% | -27.7% | +49.6% | +34.9% |
| All | +21.8% | -28.1% | +49.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling