+4,173.9%
YUM vs FDS
+5,532.4%
-1,358.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.3% |
| 7D | -1.7% | -5.4% | +3.7% | -0.3% |
| 30D | -0.8% | +1.6% | -2.4% | -1.3% |
| 3M | +1.5% | +17.7% | -16.3% | -3.3% |
| 6M | -6.1% | +29.1% | -35.2% | -13.4% |
| YTD | -0.2% | +1.0% | -1.2% | -2.8% |
| 1Y | +2.5% | -21.6% | +24.1% | +6.0% |
| 3Y | +24.6% | -30.1% | +54.7% | +31.7% |
| 5Y | +25.7% | -20.7% | +46.4% | +27.5% |
| 10Y | +179.7% | +78.3% | +101.4% | +128.2% |
| All | +4,173.9% | +5,532.4% | -1,358.5% | +1,633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling