+1,449.6%
NET vs YUM
+51.1%
+1,398.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -7.0% | -2.0% | -4.9% | -6.4% |
| 30D | -4.8% | -1.1% | -3.7% | -4.7% |
| 3M | +3.8% | +1.8% | +2.1% | +2.7% |
| 6M | +50.0% | -4.7% | +54.8% | +51.5% |
| YTD | +41.5% | +0.6% | +40.9% | +39.4% |
| 1Y | +32.8% | +6.4% | +26.4% | +27.3% |
| 3Y | +335.9% | +22.6% | +313.3% | +289.3% |
| 5Y | +113.8% | +26.0% | +87.9% | +85.5% |
| All | +1,449.6% | +51.1% | +1,398.5% | +1,200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling