+17.8%
YUM vs FTI
+267.9%
-250.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -6.1% | -4.4% | -1.7% | -5.9% |
| 30D | -5.8% | +1.5% | -7.3% | -5.9% |
| 3M | -7.6% | +8.2% | -15.8% | -7.9% |
| 6M | -9.1% | +18.8% | -28.0% | -9.9% |
| YTD | -5.5% | +71.7% | -77.2% | -8.4% |
| 1Y | -3.7% | +90.0% | -93.8% | -7.2% |
| 3Y | +17.8% | +270.5% | -252.7% | +10.2% |
| All | +17.8% | +267.9% | -250.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling