+21.4%
YUM vs FIVE
+52.3%
-30.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.3% |
| 7D | -3.6% | +1.7% | -5.2% | -3.6% |
| 30D | +0.4% | +5.0% | -4.6% | +0.2% |
| 3M | -3.8% | +29.5% | -33.3% | -4.7% |
| 6M | -8.3% | +12.4% | -20.7% | -8.8% |
| YTD | -2.6% | +31.2% | -33.8% | -3.8% |
| 1Y | +1.5% | +72.9% | -71.4% | -0.8% |
| All | +21.4% | +52.3% | -30.9% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling