+2,490.4%
YUM vs FTI
+2,107.5%
+382.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -3.6% | -2.3% | -1.2% | -3.2% |
| 30D | +0.4% | +5.0% | -4.6% | -0.6% |
| 3M | -3.8% | +13.8% | -17.6% | -6.4% |
| 6M | -8.3% | +22.9% | -31.2% | -12.3% |
| YTD | -2.6% | +75.0% | -77.6% | -12.8% |
| 1Y | +1.5% | +96.9% | -95.4% | -11.2% |
| 3Y | +21.6% | +276.7% | -255.1% | -8.1% |
| 5Y | +23.5% | +1,157.0% | -1,133.5% | -29.6% |
| 10Y | +178.9% | +310.7% | -131.7% | +74.6% |
| All | +2,490.4% | +2,107.5% | +382.9% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling