+171.2%
YUM vs FIVE
+483.6%
-312.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | -0.1% | +3.0% | -3.1% | -0.7% |
| 3M | -4.3% | +23.2% | -27.5% | -7.9% |
| 6M | -8.7% | +9.2% | -17.9% | -10.9% |
| YTD | -3.5% | +28.1% | -31.6% | -8.6% |
| 1Y | +0.5% | +65.3% | -64.8% | -9.4% |
| 3Y | +20.5% | +49.4% | -28.9% | +6.1% |
| 5Y | +21.8% | +29.5% | -7.7% | +6.8% |
| All | +171.2% | +483.6% | -312.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling