+24.6%
YUM vs FGI
-6.2%
+30.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.7% | +5.2% | -6.8% | -1.7% |
| 30D | -0.8% | +65.2% | -66.0% | -0.8% |
| 3M | +1.5% | +30.2% | -28.7% | +1.4% |
| 6M | -6.1% | +87.8% | -93.9% | -5.8% |
| YTD | -0.2% | +32.5% | -32.7% | 0.0% |
| 1Y | +2.5% | +93.6% | -91.1% | +3.1% |
| 3Y | +24.6% | -2.6% | +27.2% | +25.1% |
| All | +24.6% | -6.2% | +30.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling