+25.7%
YUM vs FE
+48.2%
-22.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -0.8% | -2.1% | +1.3% | -0.2% |
| 3M | +1.5% | +2.6% | -1.2% | +0.6% |
| 6M | -6.1% | -6.8% | +0.7% | -4.2% |
| YTD | -0.2% | +6.9% | -7.1% | -2.5% |
| 1Y | +2.5% | +11.6% | -9.1% | -1.1% |
| 3Y | +24.6% | +47.7% | -23.1% | +9.3% |
| 5Y | +25.7% | +46.2% | -20.5% | +9.5% |
| All | +25.7% | +48.2% | -22.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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