+25.7%
YUM vs FN
+299.7%
-274.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | -0.8% | -26.0% | +25.1% | +0.2% |
| 3M | +1.5% | -33.3% | +34.7% | +2.7% |
| 6M | -6.1% | -14.9% | +8.8% | -6.6% |
| YTD | -0.2% | -8.6% | +8.3% | -1.6% |
| 1Y | +2.5% | +12.3% | -9.8% | -0.6% |
| 3Y | +24.6% | +174.4% | -149.8% | +5.9% |
| 5Y | +25.7% | +296.4% | -270.8% | -2.7% |
| All | +25.7% | +299.7% | -274.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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