-9.1%
YUM vs FRMI
-33.2%
+24.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.1% |
| 7D | -6.1% | +7.4% | -13.5% | -6.0% |
| 30D | -5.8% | -27.6% | +21.8% | -5.8% |
| 3M | -7.6% | -20.9% | +13.2% | -7.7% |
| 6M | -9.1% | -36.6% | +27.5% | -7.6% |
| All | -9.1% | -33.2% | +24.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 6mo: compounded portfolio wealth divided by compounded FRMI 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…
6mo analysis · Full analysis span regression · 6 months rolling