+395.7%
NEM vs YUM
+4,087.9%
-3,692.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | -5.2% | +1.9% | -2.6% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +36.3% | -4.3% | +40.5% | +36.9% |
| 6M | +6.6% | -8.7% | +15.3% | +7.7% |
| YTD | +27.1% | -3.5% | +30.6% | +27.4% |
| 1Y | +62.3% | +0.5% | +61.9% | +61.7% |
| 3Y | +245.1% | +20.5% | +224.5% | +235.1% |
| 5Y | +154.0% | +21.8% | +132.2% | +145.6% |
| 10Y | +311.0% | +176.5% | +134.5% | +259.9% |
| All | +395.7% | +4,087.9% | -3,692.2% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling