+29.1%
YUM vs FGI
-66.2%
+95.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.3% | -0.9% |
| 7D | -5.2% | +22.8% | -28.0% | -5.3% |
| 30D | -0.1% | +85.9% | -86.0% | -0.8% |
| 3M | -4.3% | +32.4% | -36.7% | -4.8% |
| 6M | -8.7% | +106.3% | -115.1% | -9.8% |
| YTD | -3.5% | +48.4% | -51.9% | -4.4% |
| 1Y | +0.5% | +116.4% | -115.9% | -1.6% |
| 3Y | +20.5% | +9.2% | +11.4% | +18.5% |
| All | +29.1% | -66.2% | +95.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling