+314.3%
YUM vs FIVE
+868.1%
-553.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.7% |
| 30D | -1.1% | +12.5% | -13.6% | -3.0% |
| 3M | +1.8% | +31.2% | -29.5% | -2.6% |
| 6M | -4.7% | +14.4% | -19.1% | -7.4% |
| YTD | +0.6% | +33.9% | -33.3% | -4.8% |
| 1Y | +6.4% | +65.1% | -58.7% | -2.9% |
| 3Y | +22.6% | +49.0% | -26.4% | +9.4% |
| 5Y | +26.0% | +30.3% | -4.3% | +11.9% |
| 10Y | +174.6% | +481.1% | -306.5% | +87.5% |
| All | +314.3% | +868.1% | -553.8% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling