+155.1%
NEM vs YUM
+19.0%
+136.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -1.0% | -6.1% | +5.1% | +0.6% |
| 30D | +7.8% | -5.8% | +13.7% | +9.4% |
| 3M | +30.2% | -7.6% | +37.8% | +32.5% |
| 6M | +9.6% | -9.1% | +18.8% | +12.0% |
| YTD | +27.8% | -5.5% | +33.3% | +28.8% |
| 1Y | +60.7% | -3.7% | +64.4% | +60.9% |
| 3Y | +245.3% | +17.8% | +227.5% | +222.7% |
| All | +155.1% | +19.0% | +136.1% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 5y: compounded portfolio wealth divided by compounded YUM 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…
5y analysis · Full analysis span regression · 6 months rolling