+160.3%
YUM vs FND
+57.3%
+103.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | +0.4% | -19.6% | +20.0% | +4.0% |
| 3M | -3.8% | -4.3% | +0.6% | -3.7% |
| 6M | -8.3% | -20.4% | +12.2% | -5.7% |
| YTD | -2.6% | -21.9% | +19.2% | +0.1% |
| 1Y | +1.5% | -45.2% | +46.7% | +10.7% |
| 3Y | +21.6% | -49.2% | +70.8% | +30.0% |
| 5Y | +23.5% | -61.8% | +85.3% | +33.9% |
| All | +160.3% | +57.3% | +103.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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