+648.0%
YUM vs FN
+2,887.5%
-2,239.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.6% | -3.9% |
| 7D | +3.7% | 0.0% | +3.7% | +3.4% |
| 30D | +14.8% | -34.3% | +49.1% | +18.1% |
| 3M | +6.4% | -39.9% | +46.2% | +9.8% |
| 6M | +4.3% | -51.8% | +56.1% | +8.8% |
| YTD | +8.1% | -28.1% | +36.2% | +7.4% |
| 1Y | +11.3% | -29.1% | +40.4% | +10.4% |
| 3Y | +35.1% | +102.4% | -67.3% | +15.2% |
| 5Y | +39.9% | +171.7% | -131.8% | +12.9% |
| 10Y | +221.9% | +773.5% | -551.7% | +124.2% |
| All | +648.0% | +2,887.5% | -2,239.4% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling