+38.4%
YUM vs FIVE
+17.0%
+21.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | +8.4% | +15.8% | -7.5% | +6.7% |
| 3M | +6.5% | +3.8% | +2.7% | +6.0% |
| 6M | +5.3% | +18.5% | -13.3% | +3.1% |
| YTD | +6.9% | +31.2% | -24.3% | +3.2% |
| 1Y | +8.7% | +61.8% | -53.1% | +2.6% |
| 3Y | +34.1% | +39.9% | -5.8% | +29.3% |
| All | +38.4% | +17.0% | +21.5% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling